-9.1%
GIS vs ALC
-15.6%
+6.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | -7.8% | -2.1% | -5.7% | -7.4% |
| 30D | +6.6% | -0.1% | +6.7% | +6.7% |
| 3M | +21.0% | +5.9% | +15.1% | +20.2% |
| 6M | -9.1% | -15.9% | +6.9% | -9.0% |
| All | -9.1% | -15.6% | +6.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling