+240.5%
GM vs ALK
+227.2%
+13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -0.9% |
| 7D | -3.4% | +0.9% | -4.4% | -3.9% |
| 30D | +2.7% | +3.3% | -0.6% | +0.9% |
| 3M | -0.4% | -17.6% | +17.2% | +7.2% |
| 6M | +13.3% | +0.8% | +12.5% | +10.1% |
| YTD | +6.8% | -22.4% | +29.1% | +14.0% |
| 1Y | +21.1% | -10.1% | +31.2% | +20.9% |
| 3Y | +231.0% | +14.0% | +217.1% | +168.7% |
| 5Y | +41.9% | -29.8% | +71.8% | +43.3% |
| 10Y | +205.7% | -44.8% | +250.4% | +192.4% |
| All | +240.5% | +227.2% | +13.4% | +29.2% |
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