-29.1%
GIS vs ALHC
-61.4%
+32.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.4% |
| 7D | -3.4% | +0.3% | -3.6% | -3.4% |
| 30D | +6.9% | -10.6% | +17.5% | +6.9% |
| 3M | -10.1% | -45.3% | +35.2% | -9.9% |
| 6M | +5.9% | -59.7% | +65.6% | +6.1% |
| YTD | -21.1% | -62.7% | +41.6% | -20.9% |
| 1Y | -22.5% | -56.1% | +33.6% | -22.3% |
| 3Y | -39.0% | +21.3% | -60.2% | -39.3% |
| 5Y | -33.3% | -66.0% | +32.6% | -35.3% |
| All | -29.1% | -61.4% | +32.3% | -30.7% |
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