+4.7%
GAP vs ALK
-41.4%
+46.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -9.3% | +2.6% | -11.9% | -10.6% |
| 30D | -5.5% | +7.8% | -13.3% | -9.8% |
| 3M | +3.5% | -15.2% | +18.7% | +12.3% |
| 6M | +0.7% | +5.0% | -4.4% | -5.3% |
| YTD | -13.4% | -18.4% | +5.1% | -8.9% |
| 1Y | -7.7% | -2.4% | -5.3% | -13.1% |
| 3Y | +74.4% | +19.8% | +54.7% | +28.9% |
| 5Y | +5.3% | -27.8% | +33.1% | +6.0% |
| 10Y | +4.7% | -42.0% | +46.6% | -14.8% |
| All | +4.7% | -41.4% | +46.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling