+443.9%
GH vs ALK
+16.0%
+427.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -15.6% | +9.0% | -24.7% | -17.7% |
| 30D | -10.4% | -1.6% | -8.7% | -10.3% |
| 3M | -4.3% | -23.2% | +18.9% | +1.9% |
| 6M | +63.5% | -3.9% | +67.4% | +61.9% |
| YTD | +47.7% | -22.6% | +70.3% | +52.9% |
| 1Y | +56.7% | -5.3% | +62.1% | +52.9% |
| 3Y | +443.9% | +18.6% | +425.3% | +386.8% |
| All | +443.9% | +16.0% | +427.9% | +386.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling