+150.0%
GEN vs ALK
-37.5%
+187.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.1% |
| 7D | -0.3% | +8.9% | -9.2% | -1.7% |
| 30D | +28.2% | +5.9% | +22.2% | +26.8% |
| 3M | +2.6% | -16.5% | +19.1% | +5.1% |
| 6M | +32.7% | +2.1% | +30.6% | +30.9% |
| YTD | +11.3% | -17.1% | +28.4% | +12.6% |
| 1Y | +17.9% | -2.9% | +20.8% | +16.2% |
| 3Y | +66.3% | +24.5% | +41.8% | +54.3% |
| 5Y | +31.7% | -29.1% | +60.8% | +30.0% |
| 10Y | +150.0% | -39.1% | +189.1% | +162.2% |
| All | +150.0% | -37.5% | +187.5% | +162.2% |
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 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