+47.0%
GEV vs ALK
-8.9%
+55.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.6% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | -18.4% | +3.3% | -21.7% | -19.4% |
| 3M | -21.2% | -17.6% | -3.7% | -16.5% |
| 6M | -23.6% | +0.8% | -24.4% | -24.9% |
| YTD | +25.5% | -22.4% | +47.9% | +31.6% |
| All | +47.0% | -8.9% | +55.9% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling