+3,012.0%
GLW vs ALK
+765.2%
+2,246.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.6% |
| 3M | -33.9% | -25.6% | -8.2% | -28.5% |
| 6M | -36.0% | +0.5% | -36.5% | -36.9% |
| YTD | +18.7% | -23.1% | +41.8% | +25.4% |
| 1Y | +19.8% | -7.5% | +27.3% | +19.9% |
| 3Y | +294.3% | +15.3% | +279.0% | +253.8% |
| 5Y | +205.7% | -34.8% | +240.5% | +215.5% |
| 10Y | +493.8% | -41.2% | +534.9% | +478.9% |
| All | +3,012.0% | +765.2% | +2,246.8% | +1,009.6% |
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 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