+627.7%
GEV vs ALK
+0.4%
+627.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +3.2% | -3.0% | +6.1% | +4.2% |
| 30D | -4.0% | -14.6% | +10.6% | +1.4% |
| 3M | +3.4% | -10.6% | +14.0% | +6.8% |
| 6M | +14.7% | -6.7% | +21.4% | +14.8% |
| YTD | +45.8% | -19.8% | +65.5% | +53.2% |
| 1Y | +57.4% | -35.2% | +92.6% | +78.7% |
| All | +627.7% | +0.4% | +627.3% | +604.8% |
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 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