-30.1%
GFS vs ALHC
-66.2%
+36.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | -15.3% | -10.6% | -4.7% | -14.4% |
| 3M | -21.1% | -45.3% | +24.2% | -17.0% |
| 6M | -44.5% | -59.7% | +15.2% | -40.6% |
| YTD | +19.2% | -62.7% | +82.0% | +27.3% |
| 1Y | +27.2% | -56.1% | +83.4% | +33.0% |
| 3Y | -20.1% | +21.3% | -41.4% | -32.4% |
| All | -30.1% | -66.2% | +36.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling