+2,845.2%
GPN vs ALK
+509.6%
+2,335.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +4.3% | +2.6% | +1.7% | +3.5% |
| 30D | +22.1% | +7.8% | +14.3% | +19.0% |
| 3M | +17.1% | -15.2% | +32.3% | +21.8% |
| 6M | +46.7% | +5.0% | +41.7% | +42.7% |
| YTD | +30.8% | -18.4% | +49.2% | +34.3% |
| 1Y | +31.5% | -2.4% | +33.9% | +27.9% |
| 3Y | -5.1% | +19.8% | -24.9% | -15.7% |
| 5Y | -18.1% | -27.8% | +9.7% | -17.2% |
| 10Y | +53.1% | -42.0% | +95.1% | +49.4% |
| All | +2,845.2% | +509.6% | +2,335.6% | +1,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling