-2.4%
GFS vs ALC
-13.0%
+10.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.6% |
| 7D | +1.0% | -2.1% | +3.1% | +2.0% |
| 30D | -8.6% | -0.1% | -8.5% | -8.8% |
| 3M | -46.5% | +5.9% | -52.4% | -48.8% |
| 6M | -4.8% | -15.9% | +11.1% | +3.1% |
| YTD | +29.7% | -10.1% | +39.8% | +34.5% |
| 1Y | +35.8% | -10.2% | +46.1% | +40.6% |
| 3Y | -18.3% | -13.6% | -4.8% | -16.2% |
| All | -2.4% | -13.0% | +10.6% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling