-26.4%
ALK vs GPC
+30.9%
-57.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -19.2% | +6.0% | -25.2% | -21.7% |
| 3M | -1.5% | +42.6% | -44.1% | -19.5% |
| 6M | -13.1% | +22.8% | -35.8% | -23.0% |
| YTD | -16.4% | +15.5% | -31.9% | -25.2% |
| 1Y | -33.1% | +2.0% | -35.1% | -35.7% |
| 3Y | +0.6% | -1.4% | +2.1% | -5.6% |
| All | -26.4% | +30.9% | -57.3% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling