+112.9%
GME vs ALK
+13.2%
+99.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +2.9% | -1.2% | +4.1% | +3.0% |
| 30D | -4.8% | +7.7% | -12.5% | -5.8% |
| 3M | +39.2% | -19.0% | +58.2% | +42.9% |
| 6M | +17.1% | -0.2% | +17.3% | +15.0% |
| YTD | +28.7% | -23.5% | +52.2% | +31.0% |
| 1Y | +23.3% | -9.1% | +32.4% | +20.8% |
| 3Y | +112.9% | +12.0% | +100.9% | +114.2% |
| All | +112.9% | +13.2% | +99.8% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling