-30.1%
GFS vs ALC
-9.1%
-21.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.0% |
| 7D | +7.4% | -1.1% | +8.5% | +7.8% |
| 30D | -15.3% | +16.0% | -31.3% | -21.5% |
| 3M | -21.1% | +0.8% | -21.9% | -22.1% |
| 6M | -44.5% | +16.8% | -61.3% | -49.9% |
| YTD | +19.2% | -5.5% | +24.7% | +19.6% |
| 1Y | +27.2% | -5.3% | +32.5% | +27.3% |
| 3Y | -20.1% | +4.1% | -24.2% | -27.6% |
| All | -30.1% | -9.1% | -21.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling