+27.2%
GFS vs ALK
-10.2%
+37.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +7.4% | -1.2% | +8.6% | +7.6% |
| 30D | -15.3% | +7.7% | -23.0% | -17.2% |
| 3M | -21.1% | -19.0% | -2.1% | -16.2% |
| 6M | -44.5% | -0.2% | -44.3% | -45.0% |
| YTD | +19.2% | -23.5% | +42.7% | +18.7% |
| 1Y | +27.2% | -9.1% | +36.4% | +19.4% |
| All | +27.2% | -10.2% | +37.5% | +19.4% |
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