+7.1%
GAP vs ALC
-11.2%
+18.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.2% |
| 7D | -3.8% | +4.9% | -8.6% | -5.7% |
| 30D | -9.0% | +19.0% | -28.0% | -15.6% |
| 3M | +5.5% | +7.8% | -2.3% | +1.9% |
| 6M | -11.1% | +14.6% | -25.6% | -16.5% |
| YTD | -13.6% | -4.4% | -9.1% | -12.7% |
| 1Y | -2.9% | +1.4% | -4.2% | -4.5% |
| 3Y | +69.6% | +2.5% | +67.1% | +59.5% |
| All | +7.1% | -11.2% | +18.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling