-29.3%
GIS vs ALHC
-59.6%
+30.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.6% | -5.5% | +1.0% | -4.6% |
| 30D | +6.6% | -4.9% | +11.6% | +6.6% |
| 3M | -8.1% | -41.7% | +33.6% | -7.9% |
| 6M | +4.9% | -55.2% | +60.1% | +5.2% |
| YTD | -21.4% | -61.1% | +39.7% | -21.2% |
| 1Y | -21.6% | -53.3% | +31.7% | -21.5% |
| 3Y | -39.3% | +28.2% | -67.5% | -39.6% |
| 5Y | -33.2% | -65.8% | +32.6% | -35.3% |
| All | -29.3% | -59.6% | +30.3% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling