+816.6%
GLD vs ALK
+543.9%
+272.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.8% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | -19.2% | +23.6% | +3.9% |
| 3M | -1.1% | -1.5% | +0.4% | -1.1% |
| 6M | -13.8% | -13.1% | -0.7% | -14.0% |
| YTD | +2.6% | -16.4% | +19.1% | +2.3% |
| 1Y | +24.5% | -33.1% | +57.6% | +23.2% |
| 3Y | +125.8% | +0.6% | +125.2% | +128.0% |
| 5Y | +137.8% | -26.4% | +164.2% | +138.2% |
| 10Y | +221.4% | -34.2% | +255.5% | +225.5% |
| All | +816.6% | +543.9% | +272.6% | +1,106.6% |
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