+401.3%
GH vs ALM
+1,151.4%
-750.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.1% |
| 30D | -1.1% | +32.0% | -33.1% | -2.7% |
| 3M | +21.3% | -15.0% | +36.3% | +21.7% |
| 6M | +73.5% | -10.1% | +83.6% | +72.8% |
| YTD | +58.0% | +99.4% | -41.4% | +50.2% |
| 1Y | +163.1% | +316.4% | -153.3% | +137.4% |
| 3Y | +361.0% | +2,022.0% | -1,660.9% | +277.9% |
| 5Y | +22.5% | +941.2% | -918.6% | +1.6% |
| All | +401.3% | +1,151.4% | -750.2% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling