+215.8%
GFI vs ALC
+4.4%
+211.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.9% |
| 7D | -8.7% | -1.1% | -7.6% | -8.4% |
| 30D | +0.6% | +16.0% | -15.5% | -3.3% |
| 3M | -7.5% | +0.8% | -8.3% | -7.8% |
| 6M | -18.3% | +16.8% | -35.2% | -21.9% |
| YTD | -13.8% | -5.5% | -8.3% | -12.6% |
| 1Y | -8.8% | -5.3% | -3.6% | -7.8% |
| 3Y | +215.8% | +4.1% | +211.8% | +178.2% |
| All | +215.8% | +4.4% | +211.5% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling