-59.0%
GNRC vs ALK
-28.1%
-30.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | +3.2% | -3.0% | +6.1% | +4.4% |
| 30D | -9.5% | -14.6% | +5.1% | -3.5% |
| 3M | -28.5% | -10.6% | -18.0% | -25.6% |
| 6M | -10.0% | -6.7% | -3.3% | -9.6% |
| YTD | +36.7% | -19.8% | +56.5% | +45.2% |
| 1Y | +2.6% | -35.2% | +37.8% | +19.0% |
| 3Y | +61.9% | +1.4% | +60.5% | +37.8% |
| 5Y | -59.0% | -30.7% | -28.4% | -60.1% |
| All | -59.0% | -28.1% | -30.9% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling