+526.0%
GLW vs ALK
-45.9%
+571.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -3.8% |
| 7D | +7.7% | -1.2% | +8.9% | +8.2% |
| 30D | -18.8% | +7.7% | -26.5% | -21.3% |
| 3M | -27.7% | -19.0% | -8.7% | -22.9% |
| 6M | -44.4% | -0.2% | -44.2% | -45.3% |
| YTD | +31.3% | -23.5% | +54.8% | +40.1% |
| 1Y | +40.0% | -9.1% | +49.2% | +40.9% |
| 3Y | +339.2% | +12.0% | +327.2% | +283.6% |
| 5Y | +229.2% | -30.9% | +260.0% | +231.9% |
| All | +526.0% | -45.9% | +571.9% | +495.6% |
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 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