+2,202.2%
GAP vs ALK
+839.9%
+1,362.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | 0.0% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | +9.0% | -19.2% | +28.3% | +16.9% |
| 3M | +5.0% | -1.5% | +6.5% | +4.4% |
| 6M | -17.8% | -13.1% | -4.8% | -15.4% |
| YTD | -10.4% | -16.4% | +6.0% | -7.2% |
| 1Y | -3.4% | -33.1% | +29.7% | +7.1% |
| 3Y | +111.5% | +0.6% | +110.9% | +97.4% |
| 5Y | +8.8% | -26.4% | +35.2% | +13.4% |
| 10Y | +32.9% | -34.2% | +67.1% | +38.0% |
| All | +2,202.2% | +839.9% | +1,362.3% | +716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling