+41.0%
GEHC vs ALK
-7.6%
+48.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +0.3% |
| 7D | +5.6% | +8.9% | -3.3% | +3.4% |
| 30D | +27.9% | +5.9% | +21.9% | +25.8% |
| 3M | +17.1% | -16.5% | +33.7% | +21.6% |
| 6M | +32.5% | +2.1% | +30.4% | +29.3% |
| YTD | +2.7% | -17.1% | +19.8% | +4.0% |
| 1Y | +15.3% | -2.9% | +18.1% | +11.9% |
| 3Y | +23.7% | +24.5% | -0.8% | +6.3% |
| All | +41.0% | -7.6% | +48.5% | +25.0% |
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