+5.8%
GD vs ALHC
-55.4%
+61.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -2.2% |
| 7D | -3.9% | -6.2% | +2.3% | -3.8% |
| 30D | +8.1% | -9.7% | +17.7% | +8.3% |
| 3M | -6.8% | -44.7% | +38.0% | -5.5% |
| 6M | +3.0% | -58.7% | +61.7% | +4.1% |
| YTD | +7.8% | -61.7% | +69.5% | +7.7% |
| 1Y | +5.8% | -55.7% | +61.5% | +4.3% |
| All | +5.8% | -55.4% | +61.2% | +4.3% |
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