-20.1%
GIS vs ALK
-35.5%
+15.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.5% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | +2.2% | -18.5% | +20.6% | +2.8% |
| 3M | +15.7% | -3.6% | +19.2% | +15.5% |
| 6M | -12.0% | -3.7% | -8.3% | -12.2% |
| YTD | -15.0% | -19.0% | +4.0% | -15.7% |
| 1Y | -20.1% | -36.0% | +15.9% | -17.9% |
| All | -20.1% | -35.5% | +15.4% | -17.9% |
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