+1,401.2%
GIS vs ALK
+770.6%
+630.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +3.6% | +9.0% | -5.5% | +2.9% |
| 30D | +13.9% | -1.6% | +15.5% | +14.0% |
| 3M | +0.3% | -23.2% | +23.5% | +2.2% |
| 6M | +5.0% | -3.9% | +8.8% | +4.8% |
| YTD | -18.4% | -22.6% | +4.2% | -17.5% |
| 1Y | -17.4% | -5.3% | -12.1% | -18.0% |
| 3Y | -36.9% | +18.6% | -55.5% | -39.5% |
| 5Y | -30.4% | -34.4% | +4.0% | -30.7% |
| 10Y | -13.6% | -40.8% | +27.2% | -16.8% |
| All | +1,401.2% | +770.6% | +630.7% | +825.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling