+120.5%
GD vs ALHC
-61.5%
+181.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | -5.0% | +1.0% | -5.9% | -5.0% |
| 30D | +8.9% | -14.2% | +23.1% | +9.3% |
| 3M | -8.0% | -45.1% | +37.1% | -6.6% |
| 6M | +2.9% | -59.5% | +62.4% | +5.1% |
| YTD | +7.1% | -62.8% | +69.9% | +9.5% |
| 1Y | +5.9% | -55.5% | +61.4% | +7.6% |
| 3Y | +53.9% | +25.7% | +28.2% | +49.5% |
| 5Y | +95.4% | -66.8% | +162.2% | +91.3% |
| All | +120.5% | -61.5% | +181.9% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling