+54.9%
GD vs ALC
+4.5%
+50.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -3.9% | +7.6% | -11.5% | -5.5% |
| 30D | +8.1% | +21.1% | -13.1% | +3.6% |
| 3M | -6.8% | +8.5% | -15.2% | -8.6% |
| 6M | +3.0% | +2.8% | +0.2% | +1.8% |
| YTD | +7.8% | -2.4% | +10.2% | +7.6% |
| 1Y | +5.8% | +3.5% | +2.3% | +4.0% |
| All | +54.9% | +4.5% | +50.4% | +54.4% |
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