-22.9%
GIS vs ALK
-7.4%
-15.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.8% |
| 7D | -8.1% | +0.9% | -9.0% | -8.1% |
| 30D | +5.3% | +3.3% | +2.0% | +4.8% |
| 3M | -10.5% | -17.6% | +7.0% | -10.7% |
| 6M | +1.8% | +0.8% | +1.0% | +1.1% |
| YTD | -22.9% | -22.4% | -0.6% | -24.4% |
| 1Y | -22.9% | -10.1% | -12.9% | -24.8% |
| All | -22.9% | -7.4% | -15.6% | -24.8% |
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