-54.6%
GTLB vs ALK
-29.2%
-25.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -3.9% |
| 7D | +4.6% | +0.1% | +4.4% | +4.6% |
| 30D | +21.0% | -18.5% | +39.4% | +33.3% |
| 3M | +51.7% | -3.6% | +55.3% | +51.1% |
| 6M | +89.3% | -3.7% | +93.0% | +82.2% |
| YTD | +25.6% | -19.0% | +44.6% | +31.3% |
| 1Y | -1.5% | -36.0% | +34.5% | +17.5% |
| 3Y | -9.9% | +2.3% | -12.3% | -34.0% |
| All | -54.6% | -29.2% | -25.4% | -55.8% |
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