+33.6%
GEHC vs ALK
-3.9%
+37.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | +7.6% | +9.0% | -1.5% | +6.2% |
| 30D | +27.5% | -1.6% | +29.1% | +26.9% |
| 3M | +17.2% | -23.2% | +40.4% | +20.1% |
| 6M | +33.6% | -3.9% | +37.5% | +29.3% |
| All | +33.6% | -3.9% | +37.5% | +29.3% |
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 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