-42.6%
GFS vs ALK
-33.9%
-8.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.2% | -6.6% | -8.5% |
| 7D | -20.7% | +7.1% | -27.8% | -23.3% |
| 30D | -25.2% | -3.0% | -22.2% | -25.0% |
| 3M | -26.3% | -25.6% | -0.7% | -17.3% |
| 6M | -50.7% | +0.5% | -51.2% | -52.3% |
| YTD | +4.5% | -23.1% | +27.6% | +10.9% |
| 1Y | +2.5% | -7.5% | +10.0% | -1.0% |
| 3Y | -30.9% | +15.3% | -46.2% | -47.8% |
| 5Y | -42.6% | -34.8% | -7.8% | -42.4% |
| All | -42.6% | -33.9% | -8.7% | -42.4% |
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 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