+12.5%
GAP vs ALK
-41.7%
+54.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.8% | -4.5% |
| 7D | -3.8% | +9.0% | -12.8% | -8.4% |
| 30D | -9.0% | -1.6% | -7.4% | -8.7% |
| 3M | +5.5% | -23.2% | +28.6% | +20.5% |
| 6M | -11.1% | -3.9% | -7.2% | -12.0% |
| YTD | -13.6% | -22.6% | +9.0% | -6.4% |
| 1Y | -2.9% | -5.3% | +2.5% | -7.1% |
| 3Y | +69.6% | +18.6% | +51.0% | +25.5% |
| 5Y | +5.4% | -34.4% | +39.8% | +12.2% |
| All | +12.5% | -41.7% | +54.3% | -10.2% |
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