+96.7%
GD vs ALHC
-62.4%
+159.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -2.1% |
| 7D | -3.9% | -6.2% | +2.3% | -3.7% |
| 30D | +8.1% | -9.7% | +17.7% | +8.3% |
| 3M | -6.8% | -44.7% | +38.0% | -5.2% |
| 6M | +3.0% | -58.7% | +61.7% | +5.3% |
| YTD | +7.8% | -61.7% | +69.5% | +10.3% |
| 1Y | +5.8% | -55.7% | +61.5% | +7.7% |
| 3Y | +55.3% | +25.6% | +29.7% | +50.3% |
| 5Y | +96.7% | -65.8% | +162.5% | +87.8% |
| All | +96.7% | -62.4% | +159.1% | +87.8% |
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