+23.6%
GFS vs ALHC
-53.4%
+76.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +6.2% | -5.5% | +11.8% | +6.3% |
| 30D | -11.4% | -4.9% | -6.4% | -11.3% |
| 3M | -15.5% | -41.7% | +26.3% | -16.1% |
| 6M | -42.6% | -55.2% | +12.6% | -43.0% |
| YTD | +23.2% | -61.1% | +84.3% | +15.0% |
| 1Y | +23.6% | -53.3% | +76.9% | +13.6% |
| All | +23.6% | -53.4% | +76.9% | +13.6% |
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