+250.2%
GM vs ALK
+248.0%
+2.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +0.4% | +12.9% | -12.5% | -4.7% |
| 30D | +7.2% | +5.5% | +1.7% | +4.4% |
| 3M | +1.0% | -12.1% | +13.1% | +5.8% |
| 6M | +13.0% | +1.7% | +11.3% | +9.5% |
| YTD | +9.8% | -17.4% | +27.2% | +14.2% |
| 1Y | +25.9% | -1.9% | +27.8% | +21.1% |
| 3Y | +240.4% | +21.2% | +219.2% | +169.3% |
| 5Y | +56.1% | -27.8% | +83.9% | +55.7% |
| 10Y | +226.7% | -41.0% | +267.7% | +204.1% |
| All | +250.2% | +248.0% | +2.1% | +29.4% |
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