-33.1%
ALK vs GPC
+0.2%
-33.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -19.2% | +5.1% | -24.4% | -21.3% |
| 3M | -1.5% | +41.5% | -43.0% | -20.2% |
| 6M | -13.1% | +21.8% | -34.9% | -25.8% |
| YTD | -16.4% | +14.6% | -31.0% | -34.4% |
| 1Y | -33.1% | +1.3% | -34.3% | -42.3% |
| All | -33.1% | +0.2% | -33.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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