+19,851.2%
GD vs ALK
+839.9%
+19,011.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -6.4% | -19.2% | +12.8% | -3.3% |
| 3M | +5.7% | -1.5% | +7.2% | +5.4% |
| 6M | -0.9% | -13.1% | +12.1% | 0.0% |
| YTD | +8.2% | -16.4% | +24.6% | +9.5% |
| 1Y | +13.4% | -33.1% | +46.5% | +18.6% |
| 3Y | +68.5% | +0.6% | +67.9% | +59.5% |
| 5Y | +97.2% | -26.4% | +123.5% | +92.8% |
| 10Y | +190.2% | -34.2% | +224.3% | +173.3% |
| All | +19,851.2% | +839.9% | +19,011.4% | +11,605.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling