-24.9%
GFS vs ALK
+16.0%
-40.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | -7.8% | +9.0% | -16.9% | -10.7% |
| 30D | -19.7% | -1.6% | -18.0% | -19.7% |
| 3M | -23.1% | -23.2% | +0.1% | -16.5% |
| 6M | -46.4% | -3.9% | -42.5% | -46.7% |
| YTD | +11.0% | -22.6% | +33.6% | +16.0% |
| 1Y | +12.6% | -5.3% | +18.0% | +8.8% |
| 3Y | -24.9% | +18.6% | -43.5% | -36.5% |
| All | -24.9% | +16.0% | -40.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling