+76.2%
GGLL vs ALHC
-16.6%
+92.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -13.7% | -1.0% | -12.7% | -13.7% |
| 3M | -21.9% | -10.2% | -11.7% | -23.4% |
| 6M | +11.7% | -28.3% | +39.9% | +12.7% |
| YTD | +2.3% | -31.4% | +33.7% | +2.9% |
| 1Y | +76.2% | -16.9% | +93.1% | +67.5% |
| All | +76.2% | -16.6% | +92.8% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling