-8.6%
GAP vs ALC
-14.0%
+5.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.2% |
| 7D | -3.2% | -5.3% | +2.1% | -1.4% |
| 30D | -0.7% | -7.1% | +6.4% | +1.8% |
| 3M | -0.5% | +0.8% | -1.3% | -0.9% |
| 6M | -5.0% | -16.0% | +11.0% | +2.2% |
| YTD | -14.7% | -12.7% | -1.9% | -10.3% |
| 1Y | -8.6% | -12.8% | +4.2% | -5.5% |
| All | -8.6% | -14.0% | +5.3% | -5.5% |
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