+8,283.4%
GEN vs ALK
+765.2%
+7,518.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | +8.5% | +7.1% | +1.5% | +6.8% |
| 30D | +34.2% | -3.0% | +37.2% | +34.9% |
| 3M | +10.0% | -25.6% | +35.6% | +16.7% |
| 6M | +56.8% | +0.5% | +56.3% | +54.3% |
| YTD | +14.2% | -23.1% | +37.3% | +17.9% |
| 1Y | +20.8% | -7.5% | +28.3% | +19.4% |
| 3Y | +84.1% | +15.3% | +68.7% | +66.9% |
| 5Y | +37.1% | -34.8% | +71.9% | +38.0% |
| 10Y | +171.5% | -41.2% | +212.6% | +151.0% |
| All | +8,283.4% | +765.2% | +7,518.2% | +2,176.6% |
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 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