+935.8%
GME vs ALC
+30.3%
+905.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +4.8% | +2.3% | +2.4% | +3.7% |
| 30D | -4.3% | +15.5% | -19.8% | -10.2% |
| 3M | +35.3% | +0.6% | +34.8% | +34.5% |
| 6M | +4.7% | +18.4% | -13.6% | -3.9% |
| YTD | +26.6% | -5.6% | +32.2% | +27.3% |
| 1Y | +18.3% | 0.0% | +18.3% | +15.4% |
| 3Y | +102.8% | +2.8% | +100.0% | +90.3% |
| 5Y | -48.9% | -8.8% | -40.2% | -50.6% |
| All | +935.8% | +30.3% | +905.6% | +691.2% |
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 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