-16.4%
GFS vs ALC
-7.6%
-8.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.1% |
| 7D | -7.8% | +4.9% | -12.7% | -10.1% |
| 30D | -19.7% | +19.0% | -38.6% | -26.4% |
| 3M | -23.1% | +7.8% | -30.9% | -26.6% |
| 6M | -46.4% | +14.6% | -60.9% | -51.1% |
| YTD | +11.0% | -4.4% | +15.5% | +11.0% |
| 1Y | +12.6% | +1.4% | +11.2% | +8.4% |
| 3Y | -24.9% | +2.5% | -27.5% | -31.1% |
| 5Y | -39.1% | -10.9% | -28.2% | -33.6% |
| All | -16.4% | -7.6% | -8.9% | -12.6% |
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