+23.8%
GH vs ALM
+1,033.0%
-1,009.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -1.0% |
| 7D | -2.1% | +8.4% | -10.5% | -2.8% |
| 30D | -4.5% | +34.8% | -39.3% | -7.1% |
| 3M | +28.9% | +16.2% | +12.7% | +26.1% |
| 6M | +76.5% | +2.1% | +74.4% | +73.4% |
| YTD | +57.6% | +117.0% | -59.4% | +44.2% |
| 1Y | +167.5% | +313.9% | -146.3% | +126.5% |
| 3Y | +377.4% | +2,327.9% | -1,950.5% | +229.0% |
| 5Y | +23.8% | +1,040.6% | -1,016.8% | -11.3% |
| All | +23.8% | +1,033.0% | -1,009.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling