+85.7%
GME vs ALK
+16.0%
+69.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +3.7% | +9.0% | -5.4% | +2.5% |
| 30D | +2.2% | -1.6% | +3.8% | +2.3% |
| 3M | +30.6% | -23.2% | +53.8% | +35.1% |
| 6M | -0.2% | -3.9% | +3.7% | -1.2% |
| YTD | +25.1% | -22.6% | +47.7% | +27.2% |
| 1Y | +17.7% | -5.3% | +23.0% | +14.4% |
| 3Y | +85.7% | +18.6% | +67.1% | +89.8% |
| All | +85.7% | +16.0% | +69.7% | +89.8% |
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