+188.7%
GD vs ALK
-34.2%
+222.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -6.4% | -19.2% | +12.8% | -2.3% |
| 3M | +5.7% | -1.5% | +7.2% | +5.2% |
| 6M | -0.9% | -13.1% | +12.1% | +0.3% |
| YTD | +8.2% | -16.4% | +24.6% | +9.8% |
| 1Y | +13.4% | -33.1% | +46.5% | +20.4% |
| 3Y | +68.5% | +0.6% | +67.9% | +54.3% |
| 5Y | +97.2% | -26.4% | +123.5% | +89.8% |
| All | +188.7% | -34.2% | +222.8% | +145.9% |
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