+405.5%
GH vs ALM
+1,205.6%
-800.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | -0.2% | +3.6% | -3.8% | -0.4% |
| 30D | -2.6% | +33.8% | -36.4% | -4.4% |
| 3M | +25.1% | +14.8% | +10.3% | +23.4% |
| 6M | +78.5% | -7.0% | +85.4% | +77.3% |
| YTD | +59.4% | +108.1% | -48.7% | +51.0% |
| 1Y | +173.9% | +313.8% | -139.9% | +147.2% |
| 3Y | +382.7% | +2,227.6% | -1,844.9% | +293.9% |
| 5Y | +24.4% | +956.6% | -932.2% | +2.9% |
| All | +405.5% | +1,205.6% | -800.0% | +317.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling