+12.1%
GAP vs ALC
+21.6%
-9.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +1.0% |
| 7D | +1.7% | -3.7% | +5.4% | +4.0% |
| 30D | +9.3% | -3.7% | +13.1% | +11.8% |
| 3M | +6.1% | +4.6% | +1.5% | +2.9% |
| 6M | -2.3% | -14.6% | +12.3% | +5.9% |
| YTD | -10.6% | -11.9% | +1.3% | -5.2% |
| 1Y | -4.4% | -13.1% | +8.7% | +2.1% |
| 3Y | +118.3% | -15.0% | +133.3% | +125.4% |
| 5Y | +12.2% | -16.2% | +28.4% | +14.2% |
| All | +12.1% | +21.6% | -9.5% | -32.2% |
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