+14.6%
GH vs ALHC
-59.7%
+74.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -3.5% |
| 7D | -11.2% | +3.8% | -15.0% | -12.2% |
| 30D | -7.2% | +1.7% | -8.9% | -8.1% |
| 3M | -7.1% | -44.3% | +37.2% | +4.8% |
| 6M | +62.3% | -57.2% | +119.6% | +90.4% |
| YTD | +52.1% | -61.2% | +113.3% | +81.3% |
| 1Y | +58.6% | -53.2% | +111.8% | +79.2% |
| 3Y | +619.9% | +27.8% | +592.0% | +437.0% |
| 5Y | +49.7% | -65.4% | +115.1% | +39.7% |
| All | +14.6% | -59.7% | +74.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling