-6.3%
GAP vs ALHC
-28.9%
+22.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| YTD | -10.4% | -31.4% | +21.0% | -8.6% |
| 1Y | -3.4% | -16.9% | +13.5% | -3.3% |
| 3Y | +111.5% | +135.5% | -24.0% | +75.0% |
| 5Y | +8.8% | -33.6% | +42.4% | -4.2% |
| All | -6.3% | -28.9% | +22.6% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling