-50.7%
GFS vs ALC
+3.4%
-54.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -10.2% |
| 7D | -20.7% | +7.6% | -28.3% | -18.2% |
| 30D | -25.2% | +21.1% | -46.4% | -19.7% |
| 3M | -26.3% | +8.5% | -34.8% | -23.2% |
| 6M | -50.7% | +2.8% | -53.5% | -46.8% |
| All | -50.7% | +3.4% | -54.1% | -46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling