-39.0%
GIS vs ALK
+13.2%
-52.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.4% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +6.9% | +7.7% | -0.8% | +6.5% |
| 3M | -10.1% | -19.0% | +8.9% | -9.8% |
| 6M | +5.9% | -0.2% | +6.1% | +5.4% |
| YTD | -21.1% | -23.5% | +2.4% | -21.1% |
| 1Y | -22.5% | -9.1% | -13.4% | -23.0% |
| 3Y | -39.0% | +12.0% | -51.0% | -40.5% |
| All | -39.0% | +13.2% | -52.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling