+128.0%
GH vs ALC
+31.8%
+96.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.1% |
| 7D | -15.6% | +4.9% | -20.5% | -19.0% |
| 30D | -10.4% | +19.0% | -29.3% | -22.0% |
| 3M | -4.3% | +7.8% | -12.0% | -10.5% |
| 6M | +63.5% | +14.6% | +49.0% | +44.2% |
| YTD | +47.7% | -4.4% | +52.2% | +47.0% |
| 1Y | +56.7% | +1.4% | +55.4% | +47.4% |
| 3Y | +443.9% | +2.5% | +441.4% | +380.5% |
| 5Y | +36.9% | -10.9% | +47.8% | +37.4% |
| All | +128.0% | +31.8% | +96.1% | +80.3% |
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