+98.9%
GTLB vs ALK
-16.4%
+115.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +1.0% |
| 7D | +11.1% | -0.7% | +11.7% | +11.0% |
| 30D | +37.8% | -19.2% | +57.0% | +39.3% |
| 3M | +61.6% | -1.5% | +63.1% | +62.7% |
| 6M | +98.9% | -13.1% | +112.0% | +108.6% |
| All | +98.9% | -16.4% | +115.3% | +108.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling