+493.9%
GLW vs ALK
-41.7%
+535.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -13.9% | +9.0% | -23.0% | -16.7% |
| 30D | -35.0% | -1.6% | -33.3% | -35.0% |
| 3M | -32.4% | -23.2% | -9.2% | -26.6% |
| 6M | -41.3% | -3.9% | -37.5% | -41.6% |
| YTD | +21.8% | -22.6% | +44.4% | +29.5% |
| 1Y | +21.8% | -5.3% | +27.2% | +20.8% |
| 3Y | +307.7% | +18.6% | +289.1% | +248.8% |
| 5Y | +213.7% | -34.4% | +248.1% | +222.1% |
| All | +493.9% | -41.7% | +535.6% | +468.9% |
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