-42.7%
ALK vs GPC
+85.6%
-128.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.5% |
| 7D | +9.0% | +1.6% | +7.5% | +8.1% |
| 30D | -1.6% | -2.1% | +0.4% | -0.4% |
| 3M | -23.2% | -6.8% | -16.4% | -19.5% |
| 6M | -3.9% | +18.6% | -22.5% | -15.7% |
| YTD | -22.6% | +2.7% | -25.3% | -26.6% |
| 1Y | -5.3% | +1.8% | -7.1% | -9.6% |
| 3Y | +18.6% | +1.1% | +17.5% | +7.8% |
| 5Y | -34.4% | +4.1% | -38.5% | -43.9% |
| All | -42.7% | +85.6% | -128.3% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling