-10.3%
GFS vs ALK
-27.1%
+16.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | -15.3% | +7.7% | -23.0% | -18.6% |
| 3M | -21.1% | -19.0% | -2.1% | -14.7% |
| 6M | -44.5% | -0.2% | -44.3% | -46.0% |
| YTD | +19.2% | -23.5% | +42.7% | +26.7% |
| 1Y | +27.2% | -9.1% | +36.4% | +24.0% |
| 3Y | -20.1% | +12.0% | -32.2% | -38.8% |
| 5Y | -25.6% | -30.9% | +5.3% | -19.4% |
| All | -10.3% | -27.1% | +16.8% | -6.0% |
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 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