+65.1%
GNRC vs ALK
+1.7%
+63.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | -10.4% | -18.5% | +8.1% | -4.0% |
| 3M | -28.5% | -3.6% | -24.9% | -27.9% |
| 6M | -6.8% | -3.7% | -3.1% | -7.3% |
| YTD | +39.5% | -19.0% | +58.5% | +46.2% |
| 1Y | +3.4% | -36.0% | +39.4% | +16.4% |
| 3Y | +65.1% | +2.3% | +62.8% | +47.2% |
| All | +65.1% | +1.7% | +63.5% | +47.2% |
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