-24.8%
GIS vs ALHC
-31.6%
+6.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -8.6% | -4.1% | -4.5% | -8.6% |
| 30D | -0.5% | -5.4% | +5.0% | -0.4% |
| 3M | +11.9% | -32.1% | +44.0% | +12.0% |
| 6M | -11.6% | -28.5% | +16.9% | -11.5% |
| YTD | -16.3% | -34.0% | +17.7% | -16.3% |
| 1Y | -21.8% | -20.9% | -0.8% | -21.8% |
| 3Y | -35.7% | +151.5% | -187.2% | -36.1% |
| 5Y | -22.9% | -28.8% | +6.0% | -24.7% |
| All | -24.8% | -31.6% | +6.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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