+74.6%
GAP vs ALHC
+22.7%
+51.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -7.1% | -10.6% | +3.5% | -6.5% |
| 3M | +4.1% | -45.3% | +49.4% | +7.0% |
| 6M | +1.9% | -59.7% | +61.6% | +5.6% |
| YTD | -15.2% | -62.7% | +47.5% | -12.0% |
| 1Y | -10.6% | -56.1% | +45.5% | -7.7% |
| 3Y | +74.6% | +21.3% | +53.3% | +110.9% |
| All | +74.6% | +22.7% | +51.9% | +110.9% |
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