+2,121.1%
GAP vs ALK
+770.6%
+1,350.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.8% | -4.4% |
| 7D | -3.8% | +9.0% | -12.8% | -6.6% |
| 30D | -9.0% | -1.6% | -7.4% | -8.7% |
| 3M | +5.5% | -23.2% | +28.6% | +14.7% |
| 6M | -11.1% | -3.9% | -7.2% | -11.1% |
| YTD | -13.6% | -22.6% | +9.0% | -8.4% |
| 1Y | -2.9% | -5.3% | +2.5% | -4.2% |
| 3Y | +69.6% | +18.6% | +51.0% | +49.4% |
| 5Y | +5.4% | -34.4% | +39.8% | +13.7% |
| 10Y | +17.8% | -40.8% | +58.6% | +26.3% |
| All | +2,121.1% | +770.6% | +1,350.5% | +705.7% |
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