+524.6%
GFI vs ALK
-28.1%
+552.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +4.7% | -3.0% | +7.7% | +5.2% |
| 30D | +14.4% | -14.6% | +29.0% | +17.1% |
| 3M | +32.5% | -10.6% | +43.1% | +34.3% |
| 6M | -7.2% | -6.7% | -0.5% | -7.0% |
| YTD | +10.9% | -19.8% | +30.6% | +12.7% |
| 1Y | +35.5% | -35.2% | +70.7% | +39.5% |
| 3Y | +312.1% | +1.4% | +310.7% | +294.1% |
| 5Y | +524.6% | -30.7% | +555.2% | +475.7% |
| All | +524.6% | -28.1% | +552.7% | +475.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling