+38.2%
GEHC vs ALK
-13.7%
+51.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +7.6% | +9.0% | -1.5% | +5.3% |
| 30D | +27.5% | -1.6% | +29.1% | +27.7% |
| 3M | +17.2% | -23.2% | +40.4% | +24.3% |
| 6M | +33.6% | -3.9% | +37.5% | +32.3% |
| YTD | +0.6% | -22.6% | +23.2% | +3.7% |
| 1Y | +11.3% | -5.3% | +16.6% | +8.6% |
| 3Y | +16.5% | +18.6% | -2.1% | +1.2% |
| All | +38.2% | -13.7% | +51.9% | +24.7% |
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