+143.9%
GH vs ALC
+24.0%
+119.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.9% |
| 7D | -0.1% | -2.1% | +2.0% | +1.5% |
| 30D | -1.1% | -0.1% | -1.0% | -1.3% |
| 3M | +21.3% | +5.9% | +15.4% | +14.6% |
| 6M | +73.5% | -15.9% | +89.5% | +93.4% |
| YTD | +58.0% | -10.1% | +68.1% | +66.0% |
| 1Y | +163.1% | -10.2% | +173.3% | +173.9% |
| 3Y | +361.0% | -13.6% | +374.6% | +375.5% |
| 5Y | +22.5% | -15.1% | +37.7% | +28.6% |
| All | +143.9% | +24.0% | +119.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling