+2,611.5%
GPN vs ALK
+524.6%
+2,086.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +0.8% | -0.7% | +1.4% | +1.0% |
| 30D | +5.8% | -19.2% | +25.0% | +12.1% |
| 3M | +37.0% | -1.5% | +38.5% | +36.7% |
| 6M | +20.1% | -13.1% | +33.2% | +22.9% |
| YTD | +20.4% | -16.4% | +36.8% | +23.5% |
| 1Y | +7.4% | -33.1% | +40.5% | +16.7% |
| 3Y | -26.1% | +0.6% | -26.7% | -30.8% |
| 5Y | -38.5% | -26.4% | -12.1% | -37.9% |
| 10Y | +28.4% | -34.2% | +62.5% | +21.9% |
| All | +2,611.5% | +524.6% | +2,086.9% | +1,099.7% |
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