-18.0%
GIS vs ALK
-37.5%
+19.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.0% |
| 7D | +0.4% | +8.9% | -8.5% | 0.0% |
| 30D | +10.1% | +5.9% | +4.1% | +9.7% |
| 3M | -3.7% | -16.5% | +12.9% | -3.2% |
| 6M | +4.3% | +2.1% | +2.2% | +3.9% |
| YTD | -19.8% | -17.1% | -2.7% | -19.7% |
| 1Y | -20.5% | -2.9% | -17.6% | -20.9% |
| 3Y | -38.3% | +24.5% | -62.8% | -39.8% |
| 5Y | -32.2% | -29.1% | -3.1% | -32.6% |
| 10Y | -18.0% | -39.1% | +21.1% | -21.5% |
| All | -18.0% | -37.5% | +19.5% | -21.5% |
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