+102.5%
GD vs ALC
-9.1%
+111.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | +10.9% | +15.5% | -4.6% | +7.5% |
| 3M | -6.8% | +0.6% | -7.3% | -7.1% |
| 6M | +7.0% | +18.4% | -11.4% | +3.0% |
| YTD | +11.1% | -5.6% | +16.7% | +11.6% |
| 1Y | +7.0% | 0.0% | +7.0% | +6.1% |
| 3Y | +59.9% | +2.8% | +57.1% | +57.1% |
| 5Y | +102.5% | -8.8% | +111.2% | +101.1% |
| All | +102.5% | -9.1% | +111.6% | +101.1% |
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