-12.3%
GFS vs ALK
-21.0%
+8.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +2.0% |
| 7D | -3.1% | +8.9% | -12.0% | -6.8% |
| 30D | -16.0% | +5.9% | -22.0% | -18.8% |
| 3M | -24.7% | -16.5% | -8.2% | -19.4% |
| 6M | -45.1% | +2.1% | -47.2% | -47.1% |
| YTD | +16.5% | -17.1% | +33.6% | +19.8% |
| 1Y | +19.3% | -2.9% | +22.2% | +13.3% |
| 3Y | -20.0% | +24.5% | -44.4% | -41.5% |
| 5Y | -32.0% | -29.1% | -2.9% | -26.0% |
| All | -12.3% | -21.0% | +8.7% | -11.1% |
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 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