-4.5%
GIS vs ALC
+20.4%
-24.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -8.6% | -5.3% | -3.3% | -8.0% |
| 30D | -0.5% | -7.1% | +6.6% | +0.4% |
| 3M | +11.9% | +0.8% | +11.1% | +11.8% |
| 6M | -11.6% | -16.0% | +4.4% | -10.2% |
| YTD | -16.3% | -12.7% | -3.6% | -15.4% |
| 1Y | -21.8% | -12.8% | -8.9% | -20.9% |
| 3Y | -35.7% | -15.8% | -19.8% | -35.0% |
| 5Y | -22.9% | -16.7% | -6.2% | -22.5% |
| All | -4.5% | +20.4% | -24.9% | -13.0% |
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 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