+5.9%
GD vs ALK
-6.6%
+12.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -5.0% | +9.0% | -14.0% | -5.7% |
| 30D | +8.9% | -1.6% | +10.6% | +9.0% |
| 3M | -8.0% | -23.2% | +15.1% | -5.8% |
| 6M | +2.9% | -3.9% | +6.8% | +2.5% |
| YTD | +7.1% | -22.6% | +29.7% | +7.6% |
| 1Y | +5.9% | -5.3% | +11.3% | +4.0% |
| All | +5.9% | -6.6% | +12.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling