+36.0%
GPN vs ALK
-5.3%
+41.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +3.7% | +12.9% | -9.3% | +0.8% |
| 30D | +23.6% | +5.5% | +18.1% | +21.8% |
| 3M | +18.3% | -12.1% | +30.4% | +21.2% |
| 6M | +47.8% | +1.7% | +46.1% | +46.4% |
| YTD | +32.6% | -17.4% | +50.0% | +31.3% |
| 1Y | +36.0% | -1.9% | +37.9% | +28.3% |
| All | +36.0% | -5.3% | +41.2% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling