-12.8%
GEHC vs ALK
-16.4%
+3.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.6% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -2.0% | -19.2% | +17.3% | +3.4% |
| 3M | +8.0% | -1.5% | +9.5% | +5.8% |
| 6M | -12.8% | -13.1% | +0.3% | -11.2% |
| All | -12.8% | -16.4% | +3.7% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling