-17.4%
GIS vs ALK
-1.1%
-16.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.8% | -3.6% | +4.7% |
| 7D | +8.5% | +12.4% | -4.0% | +7.8% |
| 30D | +15.3% | +2.1% | +13.2% | +14.7% |
| 3M | +0.9% | -23.9% | +24.8% | +1.0% |
| 6M | +7.9% | +8.2% | -0.3% | +7.0% |
| YTD | -17.6% | -20.5% | +2.9% | -19.1% |
| 1Y | -17.4% | -1.0% | -16.3% | -20.4% |
| All | -17.4% | -1.1% | -16.3% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling