+154.4%
GEN vs ALK
-41.7%
+196.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.7% |
| 7D | +2.3% | +9.0% | -6.8% | +0.9% |
| 30D | +33.1% | -1.6% | +34.7% | +33.2% |
| 3M | +6.5% | -23.2% | +29.7% | +10.5% |
| 6M | +53.8% | -3.9% | +57.7% | +53.2% |
| YTD | +11.2% | -22.6% | +33.8% | +13.8% |
| 1Y | +19.4% | -5.3% | +24.7% | +18.1% |
| 3Y | +81.0% | +18.6% | +62.5% | +69.4% |
| 5Y | +33.4% | -34.4% | +67.8% | +33.3% |
| All | +154.4% | -41.7% | +196.1% | +175.4% |
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