+142.5%
GLD vs ALHC
-33.5%
+176.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | -10.2% | +9.1% | -1.0% |
| 6M | -13.8% | -28.3% | +14.5% | -13.6% |
| YTD | +2.6% | -31.4% | +34.1% | +2.9% |
| 1Y | +24.5% | -16.9% | +41.4% | +24.7% |
| 3Y | +125.8% | +135.5% | -9.6% | +123.5% |
| All | +142.5% | -33.5% | +176.0% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling