+33.6%
GAP vs ALK
-35.2%
+68.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.4% |
| 7D | -4.5% | -0.7% | -3.8% | -4.1% |
| 30D | +9.0% | -19.2% | +28.3% | +22.0% |
| 3M | +5.0% | -1.5% | +6.5% | +3.6% |
| 6M | -17.8% | -13.1% | -4.8% | -14.6% |
| YTD | -10.4% | -16.4% | +6.0% | -6.3% |
| 1Y | -3.4% | -33.1% | +29.7% | +13.3% |
| 3Y | +111.5% | +0.6% | +110.9% | +76.5% |
| 5Y | +8.8% | -26.4% | +35.2% | +9.2% |
| All | +33.6% | -35.2% | +68.8% | +11.8% |
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