+60.7%
GEV vs ALK
-36.0%
+96.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.1% |
| 7D | +8.1% | +0.1% | +8.0% | +8.0% |
| 30D | -1.9% | -18.5% | +16.5% | +4.7% |
| 3M | +4.1% | -3.6% | +7.6% | +4.4% |
| 6M | +23.2% | -3.7% | +26.9% | +21.7% |
| YTD | +48.9% | -19.0% | +67.9% | +55.1% |
| All | +60.7% | -36.0% | +96.7% | +65.5% |
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