-21.6%
GIS vs ALC
-4.7%
-17.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.6% |
| 7D | -4.6% | -6.3% | +1.7% | -3.0% |
| 30D | +6.6% | +12.6% | -6.0% | +4.2% |
| 3M | -8.1% | -3.8% | -4.3% | -8.3% |
| 6M | +4.9% | +16.8% | -11.9% | +4.0% |
| YTD | -21.4% | -7.6% | -13.7% | -23.2% |
| 1Y | -21.6% | -5.9% | -15.7% | -23.4% |
| All | -21.6% | -4.7% | -17.0% | -23.4% |
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