-54.0%
GME vs ALC
-11.2%
-42.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +5.1% |
| 7D | +3.7% | +4.9% | -1.2% | +0.8% |
| 30D | +2.2% | +19.0% | -16.8% | -7.4% |
| 3M | +30.6% | +7.8% | +22.9% | +24.4% |
| 6M | -0.2% | +14.6% | -14.8% | -9.1% |
| YTD | +25.1% | -4.4% | +29.5% | +25.1% |
| 1Y | +17.7% | +1.4% | +16.3% | +12.5% |
| 3Y | +85.7% | +2.5% | +83.1% | +62.7% |
| All | -54.0% | -11.2% | -42.8% | -55.1% |
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 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