-33.2%
GIS vs ALC
-10.6%
-22.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -4.6% | -6.3% | +1.7% | -3.7% |
| 30D | +6.6% | +12.6% | -6.0% | +5.2% |
| 3M | -8.1% | -3.8% | -4.3% | -7.8% |
| 6M | +4.9% | +16.8% | -11.9% | +3.4% |
| YTD | -21.4% | -7.6% | -13.7% | -21.2% |
| 1Y | -21.6% | -5.9% | -15.7% | -21.6% |
| 3Y | -39.3% | +0.6% | -39.9% | -39.7% |
| 5Y | -33.2% | -9.5% | -23.7% | -34.2% |
| All | -33.2% | -10.6% | -22.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling