+7.1%
GAP vs ALHC
-64.2%
+71.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | -3.8% | +1.0% | -4.7% | -3.8% |
| 30D | -9.0% | -14.2% | +5.1% | -7.8% |
| 3M | +5.5% | -45.1% | +50.6% | +11.3% |
| 6M | -11.1% | -59.5% | +48.5% | -4.3% |
| YTD | -13.6% | -62.8% | +49.3% | -6.6% |
| 1Y | -2.9% | -55.5% | +52.6% | +2.9% |
| 3Y | +69.6% | +25.7% | +43.9% | +46.3% |
| All | +7.1% | -64.2% | +71.3% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling