-19.4%
GFS vs ALHC
+136.3%
-155.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -46.5% | -10.2% | -36.4% | -46.6% |
| 6M | -4.8% | -28.3% | +23.5% | -4.5% |
| YTD | +29.7% | -31.4% | +61.1% | +29.9% |
| 1Y | +35.8% | -16.9% | +52.8% | +34.3% |
| All | -19.4% | +136.3% | -155.7% | -25.8% |
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