+231.3%
GM vs ALK
-39.2%
+270.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.0% |
| 7D | -1.1% | -3.0% | +1.9% | +0.2% |
| 30D | -4.6% | -14.6% | +10.0% | +2.0% |
| 3M | +0.2% | -10.6% | +10.8% | +3.6% |
| 6M | +12.6% | -6.7% | +19.3% | +12.8% |
| YTD | +3.7% | -19.8% | +23.4% | +9.9% |
| 1Y | +45.6% | -35.2% | +80.8% | +68.2% |
| 3Y | +162.0% | +1.4% | +160.6% | +122.3% |
| 5Y | +80.5% | -30.7% | +111.1% | +82.2% |
| 10Y | +231.3% | -37.4% | +268.7% | +183.8% |
| All | +231.3% | -39.2% | +270.6% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling