+2,154.8%
GNRC vs ALK
+438.2%
+1,716.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +7.9% | -1.2% | +9.1% | +8.3% |
| 30D | -3.7% | +7.7% | -11.4% | -7.0% |
| 3M | -11.9% | -19.0% | +7.0% | -6.1% |
| 6M | -28.6% | -0.2% | -28.4% | -29.8% |
| YTD | +39.9% | -23.5% | +63.4% | +48.7% |
| 1Y | +23.4% | -9.1% | +32.5% | +23.4% |
| 3Y | +84.2% | +12.0% | +72.2% | +62.8% |
| 5Y | -57.3% | -30.9% | -26.5% | -55.7% |
| 10Y | +376.8% | -45.6% | +422.4% | +371.4% |
| All | +2,154.8% | +438.2% | +1,716.5% | +877.9% |
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