+1,025.1%
GFI vs ALK
-37.3%
+1,062.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.1% | -3.1% | -2.0% | -4.9% |
| 30D | +13.4% | -17.1% | +30.6% | +15.3% |
| 3M | +36.2% | -3.8% | +40.0% | +36.5% |
| 6M | -9.8% | -5.3% | -4.6% | -9.7% |
| YTD | +7.7% | -20.3% | +27.9% | +8.9% |
| 1Y | +27.2% | -36.0% | +63.2% | +29.9% |
| 3Y | +300.3% | +0.8% | +299.5% | +293.5% |
| 5Y | +539.8% | -28.5% | +568.3% | +531.8% |
| All | +1,025.1% | -37.3% | +1,062.4% | +855.8% |
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