+401.3%
GH vs ALK
-34.9%
+436.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -1.1% | -19.2% | +18.1% | +4.7% |
| 3M | +21.3% | -1.5% | +22.8% | +20.4% |
| 6M | +73.5% | -13.1% | +86.6% | +77.2% |
| YTD | +58.0% | -16.4% | +74.4% | +62.3% |
| 1Y | +163.1% | -33.1% | +196.1% | +185.2% |
| 3Y | +361.0% | +0.6% | +360.4% | +328.1% |
| 5Y | +22.5% | -26.4% | +48.9% | +21.2% |
| All | +401.3% | -34.9% | +436.2% | +439.0% |
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