+17.5%
GFS vs ALC
+2.0%
+15.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | -3.1% | +2.1% | -5.2% | -2.7% |
| 30D | -16.0% | +17.2% | -33.2% | -14.9% |
| 3M | -24.7% | +4.6% | -29.3% | -23.6% |
| 6M | -45.1% | +20.1% | -65.2% | -45.6% |
| YTD | +16.5% | -4.2% | +20.7% | +22.4% |
| All | +17.5% | +2.0% | +15.5% | +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