+380.7%
GH vs ALM
+481.2%
-100.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -8.2% | -7.2% | -1.0% | -7.7% |
| 30D | -4.9% | -26.4% | +21.4% | -3.2% |
| 3M | -6.2% | -38.6% | +32.4% | -3.8% |
| 6M | +60.0% | -61.0% | +121.0% | +67.7% |
| YTD | +51.5% | -7.4% | +58.9% | +50.3% |
| 1Y | +58.4% | +14.0% | +44.4% | +55.1% |
| 3Y | +617.2% | +844.4% | -227.2% | +516.4% |
| 5Y | +47.0% | +410.8% | -363.8% | +27.2% |
| All | +380.7% | +481.2% | -100.5% | +315.7% |
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