+17.8%
GFS vs ALHC
-52.7%
+70.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.3% |
| 7D | -5.3% | +3.8% | -9.1% | -5.2% |
| 30D | -15.8% | +1.7% | -17.5% | -15.6% |
| 3M | -18.6% | -44.3% | +25.7% | -19.3% |
| 6M | -45.0% | -57.2% | +12.2% | -45.4% |
| YTD | +16.8% | -61.2% | +77.9% | +9.1% |
| 1Y | +17.8% | -53.2% | +71.0% | +8.0% |
| All | +17.8% | -52.7% | +70.5% | +8.0% |
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