+16.5%
GEHC vs ALK
+16.0%
+0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +7.6% | +9.0% | -1.5% | +5.4% |
| 30D | +27.5% | -1.6% | +29.1% | +27.6% |
| 3M | +17.2% | -23.2% | +40.4% | +24.0% |
| 6M | +33.6% | -3.9% | +37.5% | +32.2% |
| YTD | +0.6% | -22.6% | +23.2% | +3.4% |
| 1Y | +11.3% | -5.3% | +16.6% | +8.6% |
| 3Y | +16.5% | +18.6% | -2.1% | +7.3% |
| All | +16.5% | +16.0% | +0.5% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling