-6.5%
GAP vs ALHC
-61.8%
+55.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.6% |
| 7D | 0.0% | +3.9% | -3.8% | -0.3% |
| 30D | -4.3% | -3.6% | -0.7% | -4.0% |
| 3M | +9.4% | -49.4% | +58.8% | +16.1% |
| 6M | -3.3% | -59.5% | +56.2% | +3.7% |
| YTD | -10.5% | -63.2% | +52.7% | -3.6% |
| 1Y | -2.4% | -55.5% | +53.1% | +3.2% |
| 3Y | +80.1% | +23.0% | +57.1% | +58.7% |
| 5Y | +6.5% | -65.7% | +72.2% | -0.4% |
| All | -6.5% | -61.8% | +55.4% | -13.8% |
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