-7.7%
GAP vs ALK
-3.2%
-4.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -9.3% | +2.6% | -11.9% | -10.1% |
| 30D | -5.5% | +7.8% | -13.3% | -8.0% |
| 3M | +3.5% | -15.2% | +18.7% | +8.5% |
| 6M | +0.7% | +5.0% | -4.4% | -3.0% |
| YTD | -13.4% | -18.4% | +5.1% | -12.3% |
| 1Y | -7.7% | -2.4% | -5.3% | -15.0% |
| All | -7.7% | -3.2% | -4.4% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling