+393.9%
GH vs ALM
+1,080.2%
-686.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -1.7% |
| 7D | -1.2% | -7.1% | +5.9% | -0.9% |
| 30D | -3.7% | +24.7% | -28.4% | -5.0% |
| 3M | +21.7% | +8.3% | +13.4% | +20.4% |
| 6M | +75.7% | -22.2% | +97.9% | +76.4% |
| YTD | +55.7% | +88.1% | -32.4% | +48.4% |
| 1Y | +181.1% | +272.4% | -91.2% | +155.3% |
| 3Y | +371.6% | +2,004.1% | -1,632.5% | +287.1% |
| 5Y | +23.2% | +915.8% | -892.6% | +2.4% |
| All | +393.9% | +1,080.2% | -686.3% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling