+109.1%
GLD vs ALK
+21.9%
+87.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.3% |
| 7D | +4.9% | +8.9% | -4.0% | +4.2% |
| 30D | -1.3% | +5.9% | -7.3% | -1.8% |
| 3M | -4.8% | -16.5% | +11.8% | -3.8% |
| 6M | -12.5% | +2.1% | -14.6% | -13.0% |
| YTD | -4.2% | -17.1% | +12.9% | -4.1% |
| 1Y | +3.0% | -2.9% | +5.9% | +2.7% |
| 3Y | +109.1% | +24.5% | +84.6% | +96.5% |
| All | +109.1% | +21.9% | +87.2% | +96.5% |
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