+22.1%
GFI vs ALHC
-19.9%
+42.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -4.9% | -6.9% | +2.0% | -4.0% |
| 30D | +10.7% | -6.7% | +17.5% | +11.6% |
| 3M | +25.6% | -37.7% | +63.3% | +31.9% |
| 6M | -8.3% | -30.0% | +21.7% | -6.2% |
| YTD | +6.3% | -36.2% | +42.5% | +8.4% |
| 1Y | +22.1% | -22.9% | +45.0% | +17.9% |
| All | +22.1% | -19.9% | +42.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling