+779.5%
GLD vs AAL
-33.8%
+813.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.6% |
| 30D | +4.4% | -20.8% | +25.2% | +3.9% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.8% | +5.4% | -19.2% | -13.6% |
| YTD | +2.6% | -14.4% | +17.0% | +2.4% |
| 1Y | +24.5% | +2.1% | +22.4% | +24.8% |
| 3Y | +125.8% | -10.6% | +136.4% | +126.9% |
| 5Y | +137.8% | -32.2% | +170.0% | +138.7% |
| 10Y | +221.4% | -62.7% | +284.1% | +222.7% |
| All | +779.5% | -33.8% | +813.3% | +872.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling