-63.3%
GTLB vs ALK
-34.8%
-28.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.1% |
| 7D | -11.1% | +9.0% | -20.1% | -15.2% |
| 30D | -7.5% | -1.6% | -5.9% | -7.6% |
| 3M | +34.8% | -23.2% | +58.0% | +51.1% |
| 6M | +98.0% | -3.9% | +101.9% | +92.8% |
| YTD | +28.1% | -22.6% | +50.7% | +35.2% |
| 1Y | +5.6% | -5.3% | +10.9% | -3.5% |
| 3Y | +15.9% | +18.6% | -2.6% | -30.3% |
| All | -63.3% | -34.8% | -28.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling