+243.8%
GLW vs ALK
-29.1%
+272.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.1% | +2.2% | +7.0% |
| 7D | -5.9% | +8.9% | -14.8% | -8.5% |
| 30D | -26.0% | +5.9% | -31.9% | -27.6% |
| 3M | -29.9% | -16.5% | -13.4% | -26.1% |
| 6M | -37.8% | +2.1% | -39.9% | -39.0% |
| YTD | +33.1% | -17.1% | +50.2% | +37.9% |
| 1Y | +36.8% | -2.9% | +39.7% | +35.2% |
| 3Y | +356.1% | +24.5% | +331.6% | +285.9% |
| 5Y | +243.8% | -29.1% | +272.9% | +245.8% |
| All | +243.8% | -29.1% | +272.9% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling