-25.4%
ALK vs FGI
-70.6%
+45.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +9.0% | -7.0% | +16.0% | +9.2% |
| 30D | -1.6% | -4.2% | +2.6% | -1.6% |
| 3M | -23.2% | +55.6% | -78.8% | -24.7% |
| 6M | -3.9% | -3.2% | -0.7% | -5.1% |
| YTD | -22.6% | +29.1% | -51.7% | -24.8% |
| 1Y | -5.3% | +51.0% | -56.3% | -8.3% |
| 3Y | +18.6% | +1.5% | +17.1% | +16.8% |
| All | -25.4% | -70.6% | +45.2% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling