+119.1%
GLD vs ALHC
-61.4%
+180.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.2% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.5% | -10.6% | +5.1% | -5.4% |
| 3M | -10.9% | -45.3% | +34.4% | -10.4% |
| 6M | -17.4% | -59.7% | +42.3% | -16.7% |
| YTD | -10.3% | -62.7% | +52.4% | -9.5% |
| 1Y | -7.2% | -56.1% | +49.0% | -6.5% |
| 3Y | +96.9% | +21.3% | +75.7% | +95.7% |
| 5Y | +103.8% | -66.0% | +169.7% | +108.5% |
| All | +119.1% | -61.4% | +180.5% | +121.8% |
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