+129.6%
GLD vs ALHC
-61.5%
+191.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | +1.0% | +3.7% | +4.7% |
| 30D | -0.9% | -14.2% | +13.3% | -0.8% |
| 3M | -4.4% | -45.1% | +40.7% | -3.8% |
| 6M | -13.6% | -59.5% | +46.0% | -12.8% |
| YTD | -6.0% | -62.8% | +56.8% | -5.2% |
| 1Y | +1.8% | -55.5% | +57.3% | +2.5% |
| 3Y | +103.2% | +25.7% | +77.5% | +101.8% |
| 5Y | +119.3% | -66.8% | +186.1% | +124.5% |
| All | +129.6% | -61.5% | +191.1% | +132.5% |
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