-38.3%
GIS vs ALHC
+16.3%
-54.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.4% | +3.9% | -3.5% | +0.4% |
| 30D | +10.1% | -3.6% | +13.7% | +10.1% |
| 3M | -3.7% | -49.4% | +45.8% | -3.6% |
| 6M | +4.3% | -59.5% | +63.7% | +4.3% |
| YTD | -19.8% | -63.2% | +43.4% | -19.9% |
| 1Y | -20.5% | -55.5% | +35.0% | -20.4% |
| 3Y | -38.3% | +23.0% | -61.4% | -37.0% |
| All | -38.3% | +16.3% | -54.7% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling