+127.7%
GLD vs ALHC
-59.7%
+187.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -2.7% |
| 7D | +2.8% | +3.8% | -1.0% | +2.8% |
| 30D | -4.0% | +1.7% | -5.6% | -4.0% |
| 3M | -8.2% | -44.3% | +36.1% | -7.7% |
| 6M | -14.8% | -57.2% | +42.4% | -14.2% |
| YTD | -6.8% | -61.2% | +54.4% | -6.0% |
| 1Y | -2.4% | -53.2% | +50.8% | -1.7% |
| 3Y | +105.8% | +27.8% | +77.9% | +104.3% |
| 5Y | +113.3% | -65.4% | +178.7% | +118.4% |
| All | +127.7% | -59.7% | +187.4% | +130.4% |
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