+157.2%
GEN vs ALK
-45.9%
+203.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | +27.7% | +7.7% | +20.0% | +26.2% |
| 3M | +3.3% | -19.0% | +22.2% | +6.3% |
| 6M | +31.8% | -0.2% | +32.0% | +30.4% |
| YTD | +13.5% | -23.5% | +37.0% | +16.2% |
| 1Y | +16.0% | -9.1% | +25.2% | +15.5% |
| 3Y | +70.6% | +12.0% | +58.5% | +60.8% |
| 5Y | +32.1% | -30.9% | +63.0% | +31.3% |
| All | +157.2% | -45.9% | +203.1% | +167.1% |
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