+190.4%
GD vs ALK
-42.1%
+232.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.7% |
| 7D | -3.9% | +7.1% | -11.0% | -5.5% |
| 30D | +8.1% | -3.0% | +11.1% | +8.4% |
| 3M | -6.8% | -25.6% | +18.9% | -1.4% |
| 6M | +3.0% | +0.5% | +2.5% | +1.3% |
| YTD | +7.8% | -23.1% | +30.8% | +10.8% |
| 1Y | +5.8% | -7.5% | +13.3% | +4.1% |
| 3Y | +55.3% | +15.3% | +40.0% | +36.1% |
| 5Y | +96.7% | -34.8% | +131.5% | +94.7% |
| All | +190.4% | -42.1% | +232.5% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling