-34.6%
GIS vs ALC
-15.5%
-19.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -8.3% | -3.7% | -4.6% | -7.9% |
| 30D | +2.2% | -3.7% | +5.9% | +2.7% |
| 3M | +15.7% | +4.6% | +11.1% | +15.3% |
| 6M | -12.0% | -14.6% | +2.6% | -10.9% |
| YTD | -15.0% | -11.9% | -3.1% | -14.3% |
| 1Y | -20.1% | -13.1% | -7.0% | -19.5% |
| 3Y | -34.6% | -15.0% | -19.6% | -32.1% |
| All | -34.6% | -15.5% | -19.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling