+239.5%
GME vs ALK
-38.6%
+278.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -1.4% | -18.5% | +17.0% | +5.6% |
| 3M | -15.1% | -3.6% | -11.6% | -15.8% |
| 6M | -22.5% | -3.7% | -18.8% | -24.4% |
| YTD | -5.9% | -19.0% | +13.1% | -3.5% |
| 1Y | -18.6% | -36.0% | +17.4% | -9.5% |
| 3Y | +6.7% | +2.3% | +4.3% | -9.5% |
| 5Y | -62.0% | -27.8% | -34.2% | -62.2% |
| 10Y | +239.5% | -39.0% | +278.4% | +184.5% |
| All | +239.5% | -38.6% | +278.0% | +184.5% |
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