+157.2%
GD vs ALC
+36.0%
+121.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -4.6% |
| 7D | +3.0% | +10.7% | -7.7% | -0.2% |
| 30D | +10.5% | +20.2% | -9.7% | +4.4% |
| 3M | -5.0% | +8.9% | -13.9% | -7.6% |
| 6M | +5.5% | +5.7% | -0.2% | +2.9% |
| YTD | +10.3% | -1.4% | +11.8% | +9.6% |
| 1Y | +8.2% | +4.7% | +3.4% | +5.3% |
| 3Y | +59.0% | +5.2% | +53.8% | +51.4% |
| 5Y | +104.3% | -8.3% | +112.6% | +101.4% |
| All | +157.2% | +36.0% | +121.2% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling