+1,488.6%
GIS vs ALK
+839.9%
+648.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | -7.8% | -0.7% | -7.2% | -7.8% |
| 30D | +6.6% | -19.2% | +25.8% | +8.2% |
| 3M | +21.0% | -1.5% | +22.5% | +20.8% |
| 6M | -9.1% | -13.1% | +4.0% | -8.7% |
| YTD | -13.6% | -16.4% | +2.8% | -13.2% |
| 1Y | -18.0% | -33.1% | +15.1% | -16.3% |
| 3Y | -33.7% | +0.6% | -34.3% | -35.5% |
| 5Y | -19.4% | -26.4% | +7.0% | -20.5% |
| 10Y | -21.3% | -34.2% | +12.9% | -24.8% |
| All | +1,488.6% | +839.9% | +648.7% | +874.7% |
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