+17.7%
GFS vs ALC
+4.2%
+13.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.8% | -12.8% | -5.1% |
| 7D | -12.5% | +10.7% | -23.2% | -11.4% |
| 30D | -16.9% | +20.2% | -37.1% | -15.6% |
| 3M | -22.3% | +8.9% | -31.2% | -21.0% |
| 6M | -40.2% | +5.7% | -45.9% | -37.5% |
| YTD | +16.0% | -1.4% | +17.4% | +22.3% |
| 1Y | +17.7% | +4.7% | +12.9% | +21.7% |
| All | +17.7% | +4.2% | +13.5% | +21.7% |
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