+126.1%
GD vs ALHC
-60.6%
+186.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -1.1% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +9.2% | -9.6% | +18.9% | +9.5% |
| 3M | -7.5% | -44.5% | +37.1% | -6.0% |
| 6M | +5.8% | -59.2% | +65.0% | +8.0% |
| YTD | +9.8% | -62.0% | +71.8% | +12.2% |
| 1Y | +5.8% | -54.8% | +60.6% | +7.4% |
| 3Y | +58.0% | +25.0% | +33.0% | +53.6% |
| 5Y | +100.4% | -65.3% | +165.7% | +96.0% |
| All | +126.1% | -60.6% | +186.7% | +119.7% |
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 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