+81.6%
GM vs ALC
-19.4%
+100.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +4.0% |
| 7D | -1.1% | -7.7% | +6.6% | +2.3% |
| 30D | -3.4% | -11.7% | +8.3% | +1.7% |
| 3M | +8.7% | +0.7% | +8.0% | +7.9% |
| 6M | +15.4% | -17.1% | +32.5% | +24.0% |
| YTD | +6.6% | -15.1% | +21.7% | +13.1% |
| 1Y | +51.5% | -14.1% | +65.6% | +59.5% |
| 3Y | +169.3% | -18.2% | +187.5% | +179.7% |
| 5Y | +81.6% | -19.2% | +100.7% | +80.2% |
| All | +81.6% | -19.4% | +100.9% | +80.2% |
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