+643.2%
GEV vs ALHC
+184.6%
+458.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +8.1% | -1.0% | +9.1% | +8.1% |
| 30D | -1.9% | -6.3% | +4.4% | -1.8% |
| 3M | +4.1% | -12.3% | +16.4% | +4.5% |
| 6M | +23.2% | -27.0% | +50.2% | +24.0% |
| YTD | +48.9% | -31.8% | +80.7% | +50.0% |
| 1Y | +62.2% | -17.0% | +79.2% | +62.4% |
| All | +643.2% | +184.6% | +458.6% | +535.3% |
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