+2,217.2%
GAP vs ALK
+765.2%
+1,452.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.5% |
| 7D | -2.1% | +7.1% | -9.2% | -4.4% |
| 30D | -5.1% | -3.0% | -2.1% | -4.3% |
| 3M | +9.8% | -25.6% | +35.4% | +20.7% |
| 6M | -3.6% | +0.5% | -4.1% | -5.1% |
| YTD | -9.8% | -23.1% | +13.3% | -4.2% |
| 1Y | -1.5% | -7.5% | +6.1% | -2.0% |
| 3Y | +74.3% | +15.3% | +59.0% | +55.0% |
| 5Y | +9.9% | -34.8% | +44.7% | +18.9% |
| 10Y | +22.9% | -41.2% | +64.1% | +32.1% |
| All | +2,217.2% | +765.2% | +1,452.0% | +742.5% |
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