+23.8%
GH vs ALC
-15.6%
+39.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.3% |
| 7D | -2.1% | -3.7% | +1.6% | +0.9% |
| 30D | -4.5% | -3.7% | -0.7% | -1.9% |
| 3M | +28.9% | +4.6% | +24.3% | +22.2% |
| 6M | +76.5% | -14.6% | +91.1% | +96.3% |
| YTD | +57.6% | -11.9% | +69.5% | +68.9% |
| 1Y | +167.5% | -13.1% | +180.7% | +187.6% |
| 3Y | +377.4% | -15.0% | +392.4% | +384.2% |
| 5Y | +23.8% | -16.2% | +40.0% | +19.7% |
| All | +23.8% | -15.6% | +39.5% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling