+20.9%
GNRC vs ALK
-1.1%
+22.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +8.8% | -18.3% | -12.3% |
| 7D | -6.0% | +12.4% | -18.4% | -10.1% |
| 30D | -12.0% | +2.1% | -14.1% | -12.8% |
| 3M | -13.4% | -23.9% | +10.5% | -4.7% |
| 6M | -26.4% | +8.2% | -34.6% | -28.8% |
| YTD | +38.8% | -20.5% | +59.3% | +45.0% |
| 1Y | +20.9% | -1.0% | +21.9% | +6.8% |
| All | +20.9% | -1.1% | +22.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling