+30.4%
GDDY vs ALHC
-32.8%
+63.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.9% |
| 7D | -3.2% | -6.9% | +3.7% | -2.6% |
| 30D | +6.8% | -6.7% | +13.5% | +7.4% |
| 3M | +30.5% | -37.7% | +68.2% | +35.9% |
| 6M | +13.3% | -30.0% | +43.3% | +16.1% |
| YTD | -21.0% | -36.2% | +15.2% | -18.5% |
| 1Y | -34.0% | -22.9% | -11.1% | -33.3% |
| 3Y | +33.1% | +138.4% | -105.3% | +13.3% |
| All | +30.4% | -32.8% | +63.1% | +30.0% |
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