-25.8%
ALK vs FGI
-70.3%
+44.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +7.1% | -11.6% | +18.6% | +7.3% |
| 30D | -3.0% | -3.3% | +0.3% | -3.0% |
| 3M | -25.6% | +65.6% | -91.2% | -27.2% |
| 6M | +0.5% | -2.8% | +3.3% | -0.8% |
| YTD | -23.1% | +30.1% | -53.2% | -25.3% |
| 1Y | -7.5% | +50.2% | -57.7% | -10.4% |
| 3Y | +15.3% | -0.4% | +15.7% | +13.8% |
| All | -25.8% | -70.3% | +44.5% | -24.7% |
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