-52.0%
GTLB vs ALK
-26.9%
-25.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.3% |
| 7D | +11.1% | -0.7% | +11.7% | +11.4% |
| 30D | +37.8% | -19.2% | +57.0% | +52.4% |
| 3M | +61.6% | -1.5% | +63.1% | +59.2% |
| 6M | +98.9% | -13.1% | +112.0% | +102.7% |
| YTD | +32.8% | -16.4% | +49.2% | +36.6% |
| 1Y | +14.7% | -33.1% | +47.7% | +33.5% |
| 3Y | +1.3% | +0.6% | +0.7% | -23.5% |
| All | -52.0% | -26.9% | -25.1% | -54.0% |
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