-29.3%
GFS vs ALHC
+25.6%
-54.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.1% | -2.7% | -9.6% |
| 7D | -20.7% | -6.2% | -14.5% | -20.5% |
| 30D | -25.2% | -9.7% | -15.6% | -25.0% |
| 3M | -26.3% | -44.7% | +18.4% | -24.9% |
| 6M | -50.7% | -58.7% | +8.0% | -49.5% |
| YTD | +4.5% | -61.7% | +66.3% | +6.7% |
| 1Y | +2.5% | -55.7% | +58.1% | +3.4% |
| All | -29.3% | +25.6% | -54.9% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling