+97.2%
GD vs ALC
-16.0%
+113.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -5.3% | -2.1% | -3.2% | -4.8% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | +5.7% | +5.9% | -0.2% | +4.3% |
| 6M | -0.9% | -15.9% | +15.0% | +2.2% |
| YTD | +8.2% | -10.1% | +18.3% | +9.9% |
| 1Y | +13.4% | -10.2% | +23.6% | +15.1% |
| 3Y | +68.5% | -13.6% | +82.0% | +71.5% |
| All | +97.2% | -16.0% | +113.2% | +96.1% |
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