-4.4%
GAP vs ALHC
-14.5%
+10.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +9.3% | -6.3% | +15.7% | +10.0% |
| 3M | +6.1% | -12.3% | +18.4% | +5.2% |
| 6M | -2.3% | -27.0% | +24.7% | -1.7% |
| YTD | -10.6% | -31.8% | +21.3% | -10.5% |
| 1Y | -4.4% | -17.0% | +12.6% | -10.7% |
| All | -4.4% | -14.5% | +10.1% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling