-34.7%
GFS vs ALK
-34.8%
+0.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | -7.8% | +9.0% | -16.9% | -11.5% |
| 30D | -19.7% | -1.6% | -18.0% | -19.8% |
| 3M | -23.1% | -23.2% | +0.1% | -14.9% |
| 6M | -46.4% | -3.9% | -42.5% | -47.0% |
| YTD | +11.0% | -22.6% | +33.6% | +17.5% |
| 1Y | +12.6% | -5.3% | +18.0% | +7.7% |
| 3Y | -24.9% | +18.6% | -43.5% | -44.1% |
| All | -34.7% | -34.8% | +0.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling