+27.2%
GFS vs ALHC
-55.7%
+82.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.7% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | -15.3% | -10.6% | -4.7% | -15.2% |
| 3M | -21.1% | -45.3% | +24.2% | -21.6% |
| 6M | -44.5% | -59.7% | +15.2% | -45.0% |
| YTD | +19.2% | -62.7% | +82.0% | +11.6% |
| 1Y | +27.2% | -56.1% | +83.4% | +17.3% |
| All | +27.2% | -55.7% | +82.9% | +17.3% |
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