+156.3%
GEN vs ALK
-35.2%
+191.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | +10.1% | -19.2% | +29.4% | +13.6% |
| 3M | +16.1% | -1.5% | +17.6% | +15.7% |
| 6M | +38.9% | -13.1% | +51.9% | +40.1% |
| YTD | +14.4% | -16.4% | +30.9% | +15.9% |
| 1Y | +5.9% | -33.1% | +38.9% | +10.6% |
| 3Y | +58.8% | +0.6% | +58.2% | +52.2% |
| 5Y | +24.7% | -26.4% | +51.1% | +22.7% |
| All | +156.3% | -35.2% | +191.5% | +156.3% |
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 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