-14.3%
GME vs ALC
-10.2%
-4.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +7.2% | -2.1% | +9.3% | +7.3% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | -14.0% | +5.9% | -19.9% | -14.2% |
| 6M | -19.7% | -15.9% | -3.8% | -18.5% |
| YTD | -4.6% | -10.1% | +5.5% | -4.1% |
| 1Y | -14.3% | -10.2% | -4.1% | -11.5% |
| All | -14.3% | -10.2% | -4.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling