+195.8%
GGLL vs ALHC
-52.0%
+247.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.6% |
| 7D | +6.3% | +3.9% | +2.5% | +6.1% |
| 30D | -35.1% | -3.6% | -31.5% | -34.9% |
| 3M | -37.7% | -49.4% | +11.7% | -35.4% |
| 6M | -54.1% | -59.5% | +5.4% | -52.2% |
| YTD | -29.4% | -63.2% | +33.8% | -26.2% |
| 1Y | -13.4% | -55.5% | +42.1% | -10.5% |
| 3Y | +158.3% | +23.0% | +135.3% | +139.6% |
| All | +195.8% | -52.0% | +247.8% | +215.5% |
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