-54.5%
GTLB vs ALK
-32.1%
-22.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +2.2% |
| 7D | -3.5% | +0.9% | -4.4% | -4.2% |
| 30D | -9.0% | +3.3% | -12.3% | -11.5% |
| 3M | +15.9% | -17.6% | +33.4% | +25.1% |
| 6M | +104.9% | +0.8% | +104.0% | +94.0% |
| YTD | +26.0% | -22.4% | +48.3% | +32.3% |
| 1Y | +1.8% | -10.1% | +11.9% | -3.8% |
| 3Y | +6.0% | +14.0% | -8.0% | -32.6% |
| 5Y | -62.2% | -29.8% | -32.3% | -63.0% |
| All | -54.5% | -32.1% | -22.4% | -55.5% |
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