+151.5%
GGLL vs ALHC
+21.9%
+129.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.5% |
| 7D | +3.1% | +1.0% | +2.1% | +3.1% |
| 30D | -36.3% | -14.2% | -22.2% | -36.0% |
| 3M | -40.4% | -45.1% | +4.8% | -39.3% |
| 6M | -54.6% | -59.5% | +4.9% | -53.6% |
| YTD | -31.1% | -62.8% | +31.7% | -29.5% |
| 1Y | -19.2% | -55.5% | +36.3% | -17.6% |
| 3Y | +151.5% | +25.7% | +125.8% | +134.4% |
| All | +151.5% | +21.9% | +129.6% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling