+199.9%
GLD vs ALC
+30.3%
+169.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.6% |
| 7D | +2.8% | +2.3% | +0.5% | +2.6% |
| 30D | -4.0% | +15.5% | -19.5% | -5.2% |
| 3M | -8.2% | +0.6% | -8.8% | -8.3% |
| 6M | -14.8% | +18.4% | -33.2% | -16.2% |
| YTD | -6.8% | -5.6% | -1.2% | -6.5% |
| 1Y | -2.4% | 0.0% | -2.4% | -2.6% |
| 3Y | +105.8% | +2.8% | +103.0% | +104.0% |
| 5Y | +113.3% | -8.8% | +122.1% | +111.2% |
| All | +199.9% | +30.3% | +169.7% | +187.4% |
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 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