-29.1%
ALK vs GPC
+7.9%
-37.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | -16.5% | -6.6% | -9.9% | -13.3% |
| 6M | +2.1% | +22.2% | -20.1% | -9.3% |
| YTD | -17.1% | +5.1% | -22.2% | -22.0% |
| 1Y | -2.9% | +2.8% | -5.7% | -7.4% |
| 3Y | +24.5% | +2.4% | +22.1% | +13.6% |
| 5Y | -29.1% | +7.8% | -36.9% | -43.7% |
| All | -29.1% | +7.9% | -37.0% | -43.7% |
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 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