+181.1%
GH vs ALC
-15.7%
+196.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | -1.2% | -7.7% | +6.4% | 0.0% |
| 30D | -3.7% | -11.7% | +8.0% | -1.8% |
| 3M | +21.7% | +0.7% | +21.0% | +20.7% |
| 6M | +75.7% | -17.1% | +92.8% | +81.4% |
| YTD | +55.7% | -15.1% | +70.8% | +60.5% |
| 1Y | +181.1% | -14.1% | +195.2% | +186.0% |
| All | +181.1% | -15.7% | +196.8% | +186.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling