-4.9%
GAP vs ALC
+2.0%
-6.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | 0.0% | +2.1% | -2.0% | -0.7% |
| 30D | -4.3% | +17.2% | -21.5% | -9.4% |
| 3M | +9.4% | +4.6% | +4.8% | +7.6% |
| 6M | -3.3% | +20.1% | -23.4% | -9.3% |
| YTD | -10.5% | -4.2% | -6.3% | -8.8% |
| All | -4.9% | +2.0% | -6.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling