+9.8%
GAP vs ALHC
-33.5%
+43.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +9.0% | -1.0% | +10.1% | +9.1% |
| 3M | +5.0% | -10.2% | +15.2% | +5.0% |
| 6M | -17.8% | -28.3% | +10.5% | -16.3% |
| YTD | -10.4% | -31.4% | +21.0% | -8.5% |
| 1Y | -3.4% | -16.9% | +13.5% | -3.4% |
| 3Y | +111.5% | +135.5% | -24.0% | +71.0% |
| All | +9.8% | -33.5% | +43.3% | +0.7% |
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 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