+619.9%
GH vs ALM
+830.0%
-210.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.2% | +5.1% | -1.4% |
| 7D | -11.2% | -6.3% | -4.9% | -10.6% |
| 30D | -7.2% | -31.4% | +24.2% | -3.9% |
| 3M | -7.1% | -40.6% | +33.5% | -2.9% |
| 6M | +62.3% | -58.6% | +121.0% | +74.1% |
| YTD | +52.1% | -7.6% | +59.7% | +49.3% |
| 1Y | +58.6% | +13.8% | +44.8% | +52.0% |
| 3Y | +619.9% | +842.1% | -222.3% | +403.3% |
| All | +619.9% | +830.0% | -210.1% | +403.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling