+5.9%
GD vs ALHC
-56.7%
+62.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.2% |
| 3M | -8.0% | -45.1% | +37.1% | -6.8% |
| 6M | +2.9% | -59.5% | +62.4% | +4.0% |
| YTD | +7.1% | -62.8% | +69.9% | +7.0% |
| 1Y | +5.9% | -55.5% | +61.4% | +4.4% |
| All | +5.9% | -56.7% | +62.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling