+399.9%
GH vs ALK
-36.9%
+436.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -4.5% | -18.5% | +14.0% | +0.9% |
| 3M | +28.9% | -3.6% | +32.4% | +28.7% |
| 6M | +76.5% | -3.7% | +80.2% | +75.5% |
| YTD | +57.6% | -19.0% | +76.6% | +63.2% |
| 1Y | +167.5% | -36.0% | +203.6% | +193.8% |
| 3Y | +377.4% | +2.3% | +375.1% | +341.4% |
| 5Y | +23.8% | -27.8% | +51.6% | +23.3% |
| All | +399.9% | -36.9% | +436.8% | +442.2% |
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 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