+21.3%
GDDY vs ALHC
-31.6%
+52.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | -8.1% | -4.1% | -4.0% | -7.8% |
| 30D | +2.3% | -5.4% | +7.7% | +2.8% |
| 3M | +14.7% | -32.1% | +46.9% | +18.6% |
| 6M | +2.1% | -28.5% | +30.6% | +4.4% |
| YTD | -24.6% | -34.0% | +9.5% | -22.5% |
| 1Y | -37.1% | -20.9% | -16.2% | -36.7% |
| 3Y | +25.5% | +151.5% | -126.0% | +6.8% |
| 5Y | +24.2% | -28.8% | +53.1% | +19.9% |
| All | +21.3% | -31.6% | +52.9% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling