+69.6%
GAP vs ALHC
+21.9%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -4.0% |
| 7D | -3.8% | +1.0% | -4.7% | -3.8% |
| 30D | -9.0% | -14.2% | +5.1% | -8.4% |
| 3M | +5.5% | -45.1% | +50.6% | +8.3% |
| 6M | -11.1% | -59.5% | +48.5% | -7.9% |
| YTD | -13.6% | -62.8% | +49.3% | -10.3% |
| 1Y | -2.9% | -55.5% | +52.6% | +0.3% |
| 3Y | +69.6% | +25.7% | +43.9% | +87.8% |
| All | +69.6% | +21.9% | +47.7% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling