+1,267.3%
GFI vs ALC
+16.1%
+1,251.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.9% | -6.3% | +1.5% | -3.1% |
| 30D | +10.7% | -10.3% | +21.0% | +14.0% |
| 3M | +25.6% | -0.7% | +26.3% | +25.6% |
| 6M | -8.3% | -17.8% | +9.6% | -3.6% |
| YTD | +6.3% | -15.8% | +22.1% | +10.8% |
| 1Y | +22.1% | -16.7% | +38.8% | +27.5% |
| 3Y | +289.2% | -19.7% | +308.9% | +303.5% |
| 5Y | +531.7% | -19.8% | +551.5% | +535.3% |
| All | +1,267.3% | +16.1% | +1,251.2% | +1,073.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling