+1,032.6%
GME vs ALK
+535.0%
+497.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | +0.8% | -19.2% | +20.0% | +7.4% |
| 3M | -14.0% | -1.5% | -12.4% | -15.0% |
| 6M | -19.7% | -13.1% | -6.7% | -18.9% |
| YTD | -4.6% | -16.4% | +11.8% | -3.2% |
| 1Y | -14.3% | -33.1% | +18.7% | -7.6% |
| 3Y | +4.0% | +0.6% | +3.4% | -7.0% |
| 5Y | -62.2% | -26.4% | -35.8% | -62.0% |
| 10Y | +241.4% | -34.2% | +275.5% | +218.8% |
| All | +1,032.6% | +535.0% | +497.6% | +301.3% |
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