+194.0%
GGLL vs ALHC
-49.3%
+243.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.0% |
| 7D | +5.1% | +3.8% | +1.3% | +4.8% |
| 30D | -35.5% | +1.7% | -37.1% | -35.5% |
| 3M | -39.2% | -44.3% | +5.2% | -37.3% |
| 6M | -54.4% | -57.2% | +2.9% | -52.6% |
| YTD | -29.8% | -61.2% | +31.3% | -26.9% |
| 1Y | -20.4% | -53.2% | +32.8% | -18.1% |
| 3Y | +149.7% | +27.8% | +121.9% | +131.1% |
| All | +194.0% | -49.3% | +243.4% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling