+305.8%
GFI vs ALHC
+151.5%
+154.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | +4.7% | -4.1% | +8.8% | +4.9% |
| 30D | +14.4% | -5.4% | +19.9% | +14.7% |
| 3M | +32.5% | -32.1% | +64.7% | +34.4% |
| 6M | -7.2% | -28.5% | +21.3% | -6.2% |
| YTD | +10.9% | -34.0% | +44.9% | +12.1% |
| 1Y | +35.5% | -20.9% | +56.4% | +36.7% |
| All | +305.8% | +151.5% | +154.3% | +345.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling