+58.4%
GH vs ALM
+14.6%
+43.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -8.2% | -7.2% | -1.0% | -7.4% |
| 30D | -4.9% | -26.4% | +21.4% | -2.2% |
| 3M | -6.2% | -38.6% | +32.4% | -2.4% |
| 6M | +60.0% | -61.0% | +121.0% | +72.4% |
| YTD | +51.5% | -7.4% | +58.9% | +53.4% |
| 1Y | +58.4% | +14.0% | +44.4% | +56.3% |
| All | +58.4% | +14.6% | +43.8% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling