-22.4%
GIS vs ALHC
-28.9%
+6.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -7.8% | -0.6% | -7.3% | -7.8% |
| 30D | +6.6% | -1.0% | +7.6% | +6.6% |
| 3M | +21.0% | -10.2% | +31.1% | +21.0% |
| 6M | -9.1% | -28.3% | +19.2% | -9.0% |
| YTD | -13.6% | -31.4% | +17.8% | -13.6% |
| 1Y | -18.0% | -16.9% | -1.1% | -18.0% |
| 3Y | -33.7% | +135.5% | -169.1% | -34.2% |
| 5Y | -19.4% | -33.6% | +14.2% | -21.8% |
| All | -22.4% | -28.9% | +6.6% | -24.3% |
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