+28.1%
CG vs ALHC
-61.5%
+89.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | +5.0% | -14.2% | +19.2% | +6.5% |
| 3M | -18.2% | -45.1% | +26.9% | -13.5% |
| 6M | -20.7% | -59.5% | +38.8% | -14.5% |
| YTD | -31.4% | -62.8% | +31.4% | -25.6% |
| 1Y | -22.3% | -55.5% | +33.2% | -17.4% |
| 3Y | +50.2% | +25.7% | +24.5% | +31.8% |
| 5Y | -22.1% | -66.8% | +44.7% | -23.3% |
| All | +28.1% | -61.5% | +89.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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