+292.3%
GFI vs ALK
-31.3%
+323.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -8.7% | -1.2% | -7.5% | -8.5% |
| 30D | +0.6% | +7.7% | -7.1% | -0.7% |
| 3M | -7.5% | -19.0% | +11.5% | -4.4% |
| 6M | -18.3% | -0.2% | -18.1% | -18.6% |
| YTD | -13.8% | -23.5% | +9.7% | -11.6% |
| 1Y | -8.8% | -9.1% | +0.3% | -8.0% |
| 3Y | +215.8% | +12.0% | +203.8% | +199.9% |
| All | +292.3% | -31.3% | +323.6% | +261.7% |
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