+36.6%
GH vs ALK
-34.8%
+71.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -15.6% | +9.0% | -24.7% | -18.9% |
| 30D | -10.4% | -1.6% | -8.7% | -10.4% |
| 3M | -4.3% | -23.2% | +18.9% | +4.9% |
| 6M | +63.5% | -3.9% | +67.4% | +60.7% |
| YTD | +47.7% | -22.6% | +70.3% | +55.8% |
| 1Y | +56.7% | -5.3% | +62.1% | +49.4% |
| 3Y | +443.9% | +18.6% | +425.3% | +283.3% |
| All | +36.6% | -34.8% | +71.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling