+165.5%
GGLL vs ALHC
+22.7%
+142.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | +7.7% | +0.3% | +7.4% | +7.6% |
| 30D | -30.2% | -10.6% | -19.6% | -29.9% |
| 3M | -31.3% | -45.3% | +14.1% | -30.1% |
| 6M | -52.1% | -59.7% | +7.6% | -51.1% |
| YTD | -25.9% | -62.7% | +36.9% | -24.2% |
| 1Y | -8.5% | -56.1% | +47.7% | -6.8% |
| 3Y | +165.5% | +21.3% | +144.3% | +161.7% |
| All | +165.5% | +22.7% | +142.9% | +161.7% |
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 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