+93.8%
GD vs ALHC
-64.2%
+158.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -5.0% | +1.0% | -5.9% | -5.0% |
| 30D | +8.9% | -14.2% | +23.1% | +9.4% |
| 3M | -8.0% | -45.1% | +37.1% | -6.4% |
| 6M | +2.9% | -59.5% | +62.4% | +5.3% |
| YTD | +7.1% | -62.8% | +69.9% | +9.7% |
| 1Y | +5.9% | -55.5% | +61.4% | +7.8% |
| 3Y | +53.9% | +25.7% | +28.2% | +48.6% |
| All | +93.8% | -64.2% | +158.0% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling