+17.8%
ALK vs GPC
+2.3%
+15.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.5% |
| 7D | +7.1% | +1.7% | +5.4% | +6.3% |
| 30D | -3.0% | -2.3% | -0.7% | -1.9% |
| 3M | -25.6% | -4.5% | -21.1% | -23.9% |
| 6M | +0.5% | +21.6% | -21.1% | -9.8% |
| YTD | -23.1% | +4.0% | -27.1% | -27.7% |
| 1Y | -7.5% | +3.5% | -11.1% | -12.7% |
| All | +17.8% | +2.3% | +15.5% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling