+142.4%
GILD vs ALK
-27.4%
+169.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -4.8% | -2.1% | -2.7% | -4.6% |
| 30D | +5.8% | -13.1% | +18.9% | +7.3% |
| 3M | +14.9% | -11.8% | +26.7% | +16.2% |
| 6M | -0.4% | -0.4% | 0.0% | -1.0% |
| YTD | +18.5% | -18.2% | +36.7% | +19.7% |
| 1Y | +25.1% | -35.5% | +60.7% | +29.4% |
| 3Y | +105.9% | +1.8% | +104.1% | +97.3% |
| All | +142.4% | -27.4% | +169.9% | +131.7% |
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