-19.4%
ALK vs FGI
-70.4%
+50.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | -19.2% | +65.4% | -84.6% | -20.8% |
| 3M | -1.5% | +23.5% | -25.0% | -3.0% |
| 6M | -13.1% | +60.5% | -73.6% | -15.8% |
| YTD | -16.4% | +30.0% | -46.4% | -18.7% |
| 1Y | -33.1% | +82.1% | -115.1% | -35.2% |
| 3Y | +0.6% | -4.4% | +5.0% | -0.3% |
| All | -19.4% | -70.4% | +50.9% | -18.1% |
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