+101.5%
GME vs ALC
+2.4%
+99.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +2.1% | +3.7% | +4.9% |
| 30D | -3.7% | +17.2% | -20.9% | -9.7% |
| 3M | +33.6% | +4.6% | +28.9% | +30.7% |
| 6M | +5.4% | +20.1% | -14.7% | -3.7% |
| YTD | +27.4% | -4.2% | +31.6% | +28.1% |
| 1Y | +19.0% | +2.1% | +16.9% | +14.8% |
| 3Y | +101.5% | +4.5% | +97.0% | +64.1% |
| All | +101.5% | +2.4% | +99.1% | +64.1% |
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