+382.5%
GH vs ALK
-35.7%
+418.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -11.2% | +12.9% | -24.2% | -14.2% |
| 30D | -7.2% | +5.5% | -12.8% | -9.0% |
| 3M | -7.1% | -12.1% | +5.0% | -4.6% |
| 6M | +62.3% | +1.7% | +60.6% | +58.6% |
| YTD | +52.1% | -17.4% | +69.5% | +55.5% |
| 1Y | +58.6% | -1.9% | +60.6% | +53.9% |
| 3Y | +619.9% | +21.2% | +598.6% | +530.7% |
| 5Y | +49.7% | -27.8% | +77.5% | +48.2% |
| All | +382.5% | -35.7% | +418.1% | +416.6% |
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