+157.4%
GE vs ALK
-39.7%
+197.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +5.4% | +12.9% | -7.6% | +0.3% |
| 30D | +9.6% | +5.5% | +4.1% | +6.8% |
| 3M | -7.7% | -12.1% | +4.4% | -3.6% |
| 6M | +14.0% | +1.7% | +12.3% | +11.2% |
| YTD | +10.2% | -17.4% | +27.6% | +15.0% |
| 1Y | +8.9% | -1.9% | +10.8% | +5.4% |
| 3Y | +273.7% | +21.2% | +252.4% | +196.6% |
| 5Y | +410.2% | -27.8% | +438.0% | +398.3% |
| 10Y | +157.4% | -41.0% | +198.5% | +124.5% |
| All | +157.4% | -39.7% | +197.1% | +124.5% |
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