+52.1%
GPN vs ALK
-39.7%
+91.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +3.7% | +12.9% | -9.3% | -1.1% |
| 30D | +23.6% | +5.5% | +18.1% | +20.5% |
| 3M | +18.3% | -12.1% | +30.4% | +22.7% |
| 6M | +47.8% | +1.7% | +46.1% | +44.1% |
| YTD | +32.6% | -17.4% | +50.0% | +36.1% |
| 1Y | +36.0% | -1.9% | +37.9% | +30.3% |
| 3Y | -3.9% | +21.2% | -25.1% | -19.5% |
| 5Y | -19.4% | -27.8% | +8.4% | -19.6% |
| 10Y | +52.1% | -41.0% | +93.1% | +38.1% |
| All | +52.1% | -39.7% | +91.8% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling