+121.1%
GLD vs ALK
-33.9%
+155.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.0% |
| 7D | +1.9% | +7.1% | -5.2% | +1.5% |
| 30D | -1.8% | -3.0% | +1.2% | -1.7% |
| 3M | -3.6% | -25.6% | +22.0% | -2.4% |
| 6M | -10.2% | +0.5% | -10.7% | -10.4% |
| YTD | -5.3% | -23.1% | +17.8% | -4.8% |
| 1Y | +2.5% | -7.5% | +10.0% | +2.6% |
| 3Y | +103.2% | +15.3% | +87.9% | +101.2% |
| 5Y | +121.1% | -34.8% | +155.9% | +114.4% |
| All | +121.1% | -33.9% | +155.0% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling