+8,297.1%
GEN vs ALK
+839.9%
+7,457.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | +10.1% | -19.2% | +29.4% | +15.2% |
| 3M | +16.1% | -1.5% | +17.6% | +15.5% |
| 6M | +38.9% | -13.1% | +51.9% | +40.4% |
| YTD | +14.4% | -16.4% | +30.9% | +16.3% |
| 1Y | +5.9% | -33.1% | +38.9% | +12.4% |
| 3Y | +58.8% | +0.6% | +58.2% | +48.7% |
| 5Y | +24.7% | -26.4% | +51.1% | +22.2% |
| 10Y | +163.1% | -34.2% | +197.2% | +137.4% |
| All | +8,297.1% | +839.9% | +7,457.2% | +2,145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling