+620.7%
GEV vs ALK
+4.6%
+616.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | -7.5% | -19.2% | +11.8% | -0.2% |
| 3M | -2.2% | -1.5% | -0.6% | -2.5% |
| 6M | +12.1% | -13.1% | +25.1% | +15.4% |
| YTD | +44.4% | -16.4% | +60.8% | +49.6% |
| 1Y | +57.7% | -33.1% | +90.7% | +77.1% |
| All | +620.7% | +4.6% | +616.1% | +588.2% |
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 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