+297.3%
GLW vs ALK
+15.2%
+282.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.2% | -9.7% | -12.0% |
| 7D | -19.7% | +7.1% | -26.8% | -21.5% |
| 30D | -38.8% | -3.0% | -35.8% | -38.4% |
| 3M | -33.9% | -25.6% | -8.2% | -28.3% |
| 6M | -36.0% | +0.5% | -36.5% | -36.7% |
| YTD | +18.7% | -23.1% | +41.8% | +24.9% |
| 1Y | +19.8% | -7.5% | +27.3% | +20.7% |
| All | +297.3% | +15.2% | +282.1% | +279.9% |
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 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