-22.5%
GIS vs ALHC
-55.7%
+33.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.7% |
| 6M | +5.9% | -59.7% | +65.6% | +6.0% |
| YTD | -21.1% | -62.7% | +41.6% | -21.9% |
| 1Y | -22.5% | -56.1% | +33.6% | -22.6% |
| All | -22.5% | -55.7% | +33.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling