-40.2%
GFS vs ALK
+5.1%
-45.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.8% | -14.7% | -7.9% |
| 7D | -12.5% | +12.4% | -24.9% | -15.3% |
| 30D | -16.9% | +2.1% | -19.0% | -16.9% |
| 3M | -22.3% | -23.9% | +1.6% | -13.9% |
| 6M | -40.2% | +8.2% | -48.4% | -42.1% |
| All | -40.2% | +5.1% | -45.3% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling