-16.4%
GFS vs ALHC
-62.6%
+46.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.5% |
| 7D | -7.8% | +1.0% | -8.8% | -8.0% |
| 30D | -19.7% | -14.2% | -5.5% | -18.6% |
| 3M | -23.1% | -45.1% | +22.0% | -18.9% |
| 6M | -46.4% | -59.5% | +13.2% | -42.5% |
| YTD | +11.0% | -62.8% | +73.9% | +19.1% |
| 1Y | +12.6% | -55.5% | +68.1% | +17.8% |
| 3Y | -24.9% | +25.7% | -50.6% | -37.3% |
| 5Y | -39.1% | -66.8% | +27.7% | -36.5% |
| All | -16.4% | -62.6% | +46.2% | -15.7% |
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