-7.3%
GFS vs ALHC
-60.8%
+53.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +6.2% | -5.5% | +11.8% | +6.8% |
| 30D | -11.4% | -4.9% | -6.4% | -11.0% |
| 3M | -15.5% | -41.7% | +26.3% | -11.4% |
| 6M | -42.6% | -55.2% | +12.6% | -39.2% |
| YTD | +23.2% | -61.1% | +84.3% | +31.5% |
| 1Y | +23.6% | -53.3% | +76.9% | +28.6% |
| 3Y | -17.2% | +28.2% | -45.4% | -30.8% |
| 5Y | -23.4% | -65.8% | +42.4% | -20.0% |
| All | -7.3% | -60.8% | +53.6% | -6.9% |
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 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