+205.0%
GLD vs ALK
-41.7%
+246.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | +9.0% | -4.3% | +4.5% |
| 30D | -0.9% | -1.6% | +0.7% | -0.9% |
| 3M | -4.4% | -23.2% | +18.8% | -3.9% |
| 6M | -13.6% | -3.9% | -9.7% | -13.6% |
| YTD | -6.0% | -22.6% | +16.6% | -5.8% |
| 1Y | +1.8% | -5.3% | +7.1% | +1.8% |
| 3Y | +103.2% | +18.6% | +84.6% | +102.8% |
| 5Y | +119.3% | -34.4% | +153.7% | +118.6% |
| All | +205.0% | -41.7% | +246.7% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling