+7.2%
GAP vs ALC
+26.4%
-19.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -5.2% | -6.2% | +1.0% | -1.4% |
| 30D | -6.9% | +14.0% | -20.9% | -13.9% |
| 3M | +5.7% | -2.4% | +8.1% | +7.1% |
| 6M | +0.9% | +12.6% | -11.7% | -6.8% |
| YTD | -14.5% | -8.4% | -6.1% | -11.4% |
| 1Y | -12.1% | -9.1% | -3.0% | -8.4% |
| 3Y | +72.2% | -0.3% | +72.4% | +59.0% |
| 5Y | +4.5% | -9.9% | +14.5% | +1.3% |
| All | +7.2% | +26.4% | -19.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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