+140.3%
GH vs ALC
+17.1%
+123.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -0.3% |
| 7D | -1.2% | -7.7% | +6.4% | +4.7% |
| 30D | -3.7% | -11.7% | +8.0% | +5.4% |
| 3M | +21.7% | +0.7% | +21.0% | +19.4% |
| 6M | +75.7% | -17.1% | +92.8% | +97.4% |
| YTD | +55.7% | -15.1% | +70.8% | +70.6% |
| 1Y | +181.1% | -14.1% | +195.2% | +202.1% |
| 3Y | +371.6% | -18.2% | +389.8% | +406.2% |
| 5Y | +23.2% | -19.2% | +42.4% | +34.1% |
| All | +140.3% | +17.1% | +123.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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