-1.0%
ALK vs FGI
+38.7%
-39.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.0% | +13.7% | +8.9% |
| 7D | +12.4% | +3.3% | +9.1% | +12.2% |
| 30D | +2.1% | -2.0% | +4.1% | +2.0% |
| 3M | -23.9% | +60.3% | -84.1% | -26.2% |
| 6M | +8.2% | +0.7% | +7.5% | +6.9% |
| YTD | -20.5% | +30.2% | -50.7% | -24.6% |
| 1Y | -1.0% | +44.4% | -45.4% | -10.2% |
| All | -1.0% | +38.7% | -39.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling