+1,412.7%
GME vs ALK
+529.8%
+882.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | -0.3% |
| 7D | +5.8% | +8.9% | -3.1% | +2.9% |
| 30D | -3.7% | +5.9% | -9.6% | -5.8% |
| 3M | +33.6% | -16.5% | +50.1% | +39.8% |
| 6M | +5.4% | +2.1% | +3.3% | +1.6% |
| YTD | +27.4% | -17.1% | +44.5% | +28.5% |
| 1Y | +19.0% | -2.9% | +21.9% | +13.5% |
| 3Y | +101.5% | +24.5% | +77.0% | +66.7% |
| 5Y | -50.5% | -29.1% | -21.3% | -50.0% |
| 10Y | +493.3% | -39.1% | +532.5% | +463.2% |
| All | +1,412.7% | +529.8% | +882.9% | +433.1% |
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