-2.4%
GFS vs ALHC
-31.1%
+28.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -46.5% | -10.2% | -36.4% | -46.7% |
| 6M | -4.8% | -28.3% | +23.5% | -3.3% |
| YTD | +29.7% | -31.4% | +61.1% | +31.7% |
| 1Y | +35.8% | -16.9% | +52.8% | +34.2% |
| 3Y | -18.3% | +135.5% | -153.8% | -36.3% |
| All | -2.4% | -31.1% | +28.6% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling