+443.9%
GH vs ALC
+2.3%
+441.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.8% |
| 7D | -15.6% | +4.9% | -20.5% | -17.6% |
| 30D | -10.4% | +19.0% | -29.3% | -17.6% |
| 3M | -4.3% | +7.8% | -12.0% | -8.0% |
| 6M | +63.5% | +14.6% | +49.0% | +51.4% |
| YTD | +47.7% | -4.4% | +52.2% | +48.6% |
| 1Y | +56.7% | +1.4% | +55.4% | +51.3% |
| 3Y | +443.9% | +2.5% | +441.4% | +367.2% |
| All | +443.9% | +2.3% | +441.6% | +367.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling