+17.7%
GFS vs ALK
-1.1%
+18.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.8% | -14.7% | -8.1% |
| 7D | -12.5% | +12.4% | -24.9% | -15.4% |
| 30D | -16.9% | +2.1% | -19.0% | -17.5% |
| 3M | -22.3% | -23.9% | +1.6% | -15.9% |
| 6M | -40.2% | +8.2% | -48.4% | -42.2% |
| YTD | +16.0% | -20.5% | +36.5% | +14.5% |
| 1Y | +17.7% | -1.0% | +18.7% | +7.1% |
| All | +17.7% | -1.1% | +18.8% | +7.1% |
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