-16.8%
GIS vs ALK
-39.2%
+22.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -8.6% | -3.0% | -5.6% | -8.5% |
| 30D | -0.5% | -14.6% | +14.1% | +0.1% |
| 3M | +11.9% | -10.6% | +22.5% | +12.2% |
| 6M | -11.6% | -6.7% | -4.9% | -11.6% |
| YTD | -16.3% | -19.8% | +3.4% | -16.0% |
| 1Y | -21.8% | -35.2% | +13.5% | -20.9% |
| 3Y | -35.7% | +1.4% | -37.0% | -36.7% |
| 5Y | -22.9% | -30.7% | +7.8% | -23.3% |
| 10Y | -16.8% | -37.4% | +20.6% | -20.7% |
| All | -16.8% | -39.2% | +22.4% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling