+20,253.5%
GD vs ALK
+794.3%
+19,459.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.3% | -4.0% |
| 7D | +3.0% | +12.4% | -9.5% | +0.9% |
| 30D | +10.5% | +2.1% | +8.5% | +9.9% |
| 3M | -5.0% | -23.9% | +18.9% | -1.2% |
| 6M | +5.5% | +8.2% | -2.7% | +3.0% |
| YTD | +10.3% | -20.5% | +30.8% | +12.2% |
| 1Y | +8.2% | -1.0% | +9.2% | +5.9% |
| 3Y | +59.0% | +19.2% | +39.8% | +45.9% |
| 5Y | +104.3% | -28.2% | +132.5% | +100.2% |
| 10Y | +202.4% | -39.2% | +241.6% | +187.5% |
| All | +20,253.5% | +794.3% | +19,459.3% | +11,895.1% |
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