+307.7%
GLW vs ALK
+16.0%
+291.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -13.9% | +9.0% | -23.0% | -16.2% |
| 30D | -35.0% | -1.6% | -33.3% | -34.9% |
| 3M | -32.4% | -23.2% | -9.2% | -27.4% |
| 6M | -41.3% | -3.9% | -37.5% | -41.3% |
| YTD | +21.8% | -22.6% | +44.4% | +27.9% |
| 1Y | +21.8% | -5.3% | +27.2% | +22.1% |
| 3Y | +307.7% | +18.6% | +289.1% | +289.1% |
| All | +307.7% | +16.0% | +291.7% | +289.1% |
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