+164.6%
GM vs ALC
-16.2%
+180.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -1.1% | -5.3% | +4.2% | +0.6% |
| 30D | -4.6% | -7.1% | +2.5% | -2.4% |
| 3M | +0.2% | +0.8% | -0.6% | -0.2% |
| 6M | +12.6% | -16.0% | +28.6% | +18.6% |
| YTD | +3.7% | -12.7% | +16.4% | +7.6% |
| 1Y | +45.6% | -12.8% | +58.5% | +51.1% |
| All | +164.6% | -16.2% | +180.8% | +177.2% |
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 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