+22.1%
GFI vs ALC
-14.7%
+36.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.9% | -6.3% | +1.5% | -3.4% |
| 30D | +10.7% | -10.3% | +21.0% | +13.4% |
| 3M | +25.6% | -0.7% | +26.3% | +25.6% |
| 6M | -8.3% | -17.8% | +9.6% | -2.9% |
| YTD | +6.3% | -15.8% | +22.1% | +12.5% |
| 1Y | +22.1% | -16.7% | +38.8% | +33.0% |
| All | +22.1% | -14.7% | +36.8% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling