+184.7%
GGLL vs ALHC
-50.1%
+234.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.1% | +2.6% | -4.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.9% |
| 30D | -36.3% | -9.7% | -26.6% | -35.9% |
| 3M | -42.7% | -44.7% | +2.1% | -40.9% |
| 6M | -53.1% | -58.7% | +5.6% | -51.2% |
| YTD | -32.1% | -61.7% | +29.6% | -29.2% |
| 1Y | -20.1% | -55.7% | +35.6% | -17.4% |
| 3Y | +151.7% | +25.6% | +126.1% | +133.3% |
| All | +184.7% | -50.1% | +234.7% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling