+534.9%
GEV vs ALK
+3.7%
+531.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +4.7% |
| 7D | -3.8% | +8.9% | -12.7% | -6.9% |
| 30D | -17.4% | +5.9% | -23.4% | -19.5% |
| 3M | -16.2% | -16.5% | +0.3% | -11.2% |
| 6M | -20.2% | +2.1% | -22.3% | -22.4% |
| YTD | +27.2% | -17.1% | +44.3% | +31.4% |
| 1Y | +44.6% | -2.9% | +47.4% | +40.5% |
| All | +534.9% | +3.7% | +531.2% | +504.6% |
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 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