+215.1%
GM vs ALK
-41.4%
+256.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | -3.8% | +2.6% | -6.4% | -4.9% |
| 30D | +7.9% | +7.8% | +0.1% | +4.0% |
| 3M | -0.3% | -15.2% | +14.9% | +6.3% |
| 6M | +18.6% | +5.0% | +13.5% | +13.0% |
| YTD | +10.0% | -18.4% | +28.5% | +15.1% |
| 1Y | +25.9% | -2.4% | +28.3% | +20.9% |
| 3Y | +241.2% | +19.8% | +221.5% | +164.4% |
| 5Y | +50.0% | -27.8% | +77.8% | +48.7% |
| 10Y | +215.1% | -42.0% | +257.0% | +171.9% |
| All | +215.1% | -41.4% | +256.5% | +171.9% |
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 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