+3.0%
GD vs ALK
+3.8%
-0.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -3.9% | +7.1% | -11.0% | -4.5% |
| 30D | +8.1% | -3.0% | +11.1% | +8.3% |
| 3M | -6.8% | -25.6% | +18.9% | -3.6% |
| 6M | +3.0% | +0.5% | +2.5% | +0.8% |
| All | +3.0% | +3.8% | -0.8% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling