-24.9%
GFS vs ALHC
+21.9%
-46.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.3% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | -19.7% | -14.2% | -5.5% | -19.2% |
| 3M | -23.1% | -45.1% | +22.0% | -21.6% |
| 6M | -46.4% | -59.5% | +13.2% | -45.0% |
| YTD | +11.0% | -62.8% | +73.9% | +13.4% |
| 1Y | +12.6% | -55.5% | +68.1% | +13.6% |
| 3Y | -24.9% | +25.7% | -50.6% | -42.6% |
| All | -24.9% | +21.9% | -46.9% | -42.6% |
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 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