+35.8%
GEN vs ALK
-28.7%
+64.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | +31.2% | +7.8% | +23.4% | +29.0% |
| 3M | +6.1% | -15.2% | +21.3% | +9.0% |
| 6M | +38.1% | +5.0% | +33.1% | +34.6% |
| YTD | +14.4% | -18.4% | +32.8% | +16.5% |
| 1Y | +15.1% | -2.4% | +17.5% | +12.4% |
| 3Y | +68.5% | +19.8% | +48.7% | +48.7% |
| 5Y | +35.8% | -27.8% | +63.6% | +33.6% |
| All | +35.8% | -28.7% | +64.5% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling