+4,542.6%
GLW vs ALK
+839.9%
+3,702.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.1% | +5.2% |
| 7D | +3.8% | -0.7% | +4.4% | +4.0% |
| 30D | -1.3% | -19.2% | +17.9% | +4.6% |
| 3M | -21.8% | -1.5% | -20.3% | -21.9% |
| 6M | +6.9% | -13.1% | +19.9% | +9.8% |
| YTD | +77.2% | -16.4% | +93.6% | +83.6% |
| 1Y | +123.2% | -33.1% | +156.3% | +144.4% |
| 3Y | +400.0% | +0.6% | +399.4% | +367.7% |
| 5Y | +342.8% | -26.4% | +369.2% | +342.7% |
| 10Y | +771.4% | -34.2% | +805.5% | +725.9% |
| All | +4,542.6% | +839.9% | +3,702.7% | +1,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling