+0.5%
ALK vs GPC
+23.2%
-22.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.3% |
| 7D | +7.1% | +1.7% | +5.4% | +6.2% |
| 30D | -3.0% | -2.3% | -0.7% | -1.9% |
| 3M | -25.6% | -4.5% | -21.1% | -23.5% |
| 6M | +0.5% | +21.6% | -21.1% | -22.0% |
| All | +0.5% | +23.2% | -22.7% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling