+27.2%
GFI vs ALK
-35.4%
+62.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -5.1% | -3.1% | -2.0% | -4.2% |
| 30D | +13.4% | -17.1% | +30.6% | +20.5% |
| 3M | +36.2% | -3.8% | +40.0% | +35.8% |
| 6M | -9.8% | -5.3% | -4.6% | -11.3% |
| YTD | +7.7% | -20.3% | +27.9% | +10.9% |
| 1Y | +27.2% | -36.0% | +63.2% | +23.0% |
| All | +27.2% | -35.4% | +62.6% | +23.0% |
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