+14.6%
GAP vs ALK
-37.5%
+52.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | -0.4% |
| 7D | 0.0% | +8.9% | -8.9% | -4.6% |
| 30D | -4.3% | +5.9% | -10.2% | -7.8% |
| 3M | +9.4% | -16.5% | +25.9% | +19.3% |
| 6M | -3.3% | +2.1% | -5.4% | -7.5% |
| YTD | -10.5% | -17.1% | +6.6% | -6.8% |
| 1Y | -2.4% | -2.9% | +0.5% | -7.9% |
| 3Y | +80.1% | +24.5% | +55.6% | +29.9% |
| 5Y | +6.5% | -29.1% | +35.6% | +8.5% |
| 10Y | +14.6% | -39.1% | +53.7% | -14.3% |
| All | +14.6% | -37.5% | +52.1% | -14.3% |
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