-46.6%
ALK vs GPC
+74.2%
-120.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.9% |
| 30D | +3.3% | -6.0% | +9.3% | +7.9% |
| 3M | -17.6% | -7.6% | -9.9% | -13.0% |
| 6M | +0.8% | +24.2% | -23.4% | -14.3% |
| YTD | -22.4% | +2.7% | -25.1% | -26.3% |
| 1Y | -10.1% | +0.2% | -10.2% | -13.0% |
| 3Y | +14.0% | -0.8% | +14.7% | +5.2% |
| 5Y | -29.8% | +4.4% | -34.3% | -40.1% |
| All | -46.6% | +74.2% | -120.8% | -69.7% |
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