+97.2%
GD vs ALHC
-33.5%
+130.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -6.4% | -1.0% | -5.4% | -6.4% |
| 3M | +5.7% | -10.2% | +15.9% | +5.6% |
| 6M | -0.9% | -28.3% | +27.3% | -0.4% |
| YTD | +8.2% | -31.4% | +39.6% | +8.8% |
| 1Y | +13.4% | -16.9% | +30.4% | +13.3% |
| 3Y | +68.5% | +135.5% | -67.0% | +59.9% |
| All | +97.2% | -33.5% | +130.7% | +85.8% |
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