-7.3%
GFS vs ALK
-22.3%
+15.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +6.2% | +2.6% | +3.6% | +5.2% |
| 30D | -11.4% | +7.8% | -19.2% | -14.9% |
| 3M | -15.5% | -15.2% | -0.2% | -10.3% |
| 6M | -42.6% | +5.0% | -47.7% | -45.4% |
| YTD | +23.2% | -18.4% | +41.6% | +27.6% |
| 1Y | +23.6% | -2.4% | +26.0% | +16.9% |
| 3Y | -17.2% | +19.8% | -37.0% | -38.3% |
| 5Y | -23.4% | -27.8% | +4.3% | -18.0% |
| All | -7.3% | -22.3% | +15.0% | -5.3% |
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