+211.8%
GLD vs ALK
-41.4%
+253.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -2.0% | +2.6% | -4.5% | -2.0% |
| 30D | -4.4% | +7.8% | -12.2% | -4.6% |
| 3M | -8.9% | -15.2% | +6.3% | -8.7% |
| 6M | -16.0% | +5.0% | -21.0% | -16.2% |
| YTD | -7.9% | -18.4% | +10.6% | -7.8% |
| 1Y | -3.9% | -2.4% | -1.5% | -3.9% |
| 3Y | +103.4% | +19.8% | +83.7% | +102.7% |
| 5Y | +109.7% | -27.8% | +137.5% | +108.8% |
| 10Y | +211.8% | -42.0% | +253.8% | +203.2% |
| All | +211.8% | -41.4% | +253.2% | +203.2% |
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