-1.6%
ALK vs GPC
+2.8%
-4.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +5.8% |
| 7D | +8.9% | +0.8% | +8.1% | +8.6% |
| 30D | +5.9% | -1.1% | +7.0% | +6.4% |
| 3M | -16.5% | -6.6% | -9.9% | -13.6% |
| 6M | +2.1% | +22.2% | -20.1% | -10.3% |
| YTD | -17.1% | +5.1% | -22.2% | -32.0% |
| All | -1.6% | +2.8% | -4.4% | -18.8% |
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