+16.0%
GEN vs ALK
-10.2%
+26.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.3% |
| 3M | +3.3% | -19.0% | +22.2% | +5.4% |
| 6M | +31.8% | -0.2% | +32.0% | +29.7% |
| YTD | +13.5% | -23.5% | +37.0% | +17.3% |
| 1Y | +16.0% | -9.1% | +25.2% | +14.3% |
| All | +16.0% | -10.2% | +26.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling