-29.3%
GFS vs ALK
+15.2%
-44.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.2% | -6.6% | -8.8% |
| 7D | -20.7% | +7.1% | -27.8% | -22.7% |
| 30D | -25.2% | -3.0% | -22.2% | -24.9% |
| 3M | -26.3% | -25.6% | -0.7% | -19.1% |
| 6M | -50.7% | +0.5% | -51.2% | -51.8% |
| YTD | +4.5% | -23.1% | +27.6% | +9.4% |
| 1Y | +2.5% | -7.5% | +10.0% | -0.2% |
| All | -29.3% | +15.2% | -44.6% | -40.1% |
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 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