+39.3%
GEHC vs ALK
-14.7%
+54.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +21.3% | +7.7% | +13.6% | +19.0% |
| 3M | +12.6% | -19.0% | +31.6% | +17.8% |
| 6M | +34.3% | -0.2% | +34.5% | +31.5% |
| YTD | +1.4% | -23.5% | +24.9% | +4.7% |
| 1Y | +12.5% | -9.1% | +21.6% | +10.9% |
| 3Y | +19.2% | +12.0% | +7.2% | +5.3% |
| All | +39.3% | -14.7% | +54.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling