+114.0%
GAP vs ALC
-13.4%
+127.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -4.5% | -2.1% | -2.4% | -3.8% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +5.0% | +5.9% | -0.9% | +2.7% |
| 6M | -17.8% | -15.9% | -1.9% | -12.6% |
| YTD | -10.4% | -10.1% | -0.3% | -7.4% |
| 1Y | -3.4% | -10.2% | +6.8% | -0.2% |
| All | +114.0% | -13.4% | +127.4% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling