+953.0%
GME vs ALC
+30.4%
+922.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.5% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | -4.8% | +16.0% | -20.8% | -10.9% |
| 3M | +39.2% | +0.8% | +38.4% | +38.1% |
| 6M | +17.1% | +16.8% | +0.2% | +8.0% |
| YTD | +28.7% | -5.5% | +34.2% | +29.3% |
| 1Y | +23.3% | -5.3% | +28.6% | +23.6% |
| 3Y | +112.9% | +4.1% | +108.9% | +98.7% |
| 5Y | -48.8% | -7.1% | -41.8% | -50.7% |
| All | +953.0% | +30.4% | +922.6% | +703.7% |
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