+627.7%
GEV vs ALHC
+175.5%
+452.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.0% |
| 7D | +3.2% | -4.1% | +7.3% | +3.3% |
| 30D | -4.0% | -5.4% | +1.4% | -3.9% |
| 3M | +3.4% | -32.1% | +35.5% | +4.6% |
| 6M | +14.7% | -28.5% | +43.2% | +15.5% |
| YTD | +45.8% | -34.0% | +79.8% | +47.0% |
| 1Y | +57.4% | -20.9% | +78.3% | +57.8% |
| All | +627.7% | +175.5% | +452.2% | +522.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling