+118.6%
GLD vs ALHC
-64.2%
+182.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 6M | -13.6% | -59.5% | +46.0% | -12.9% |
| YTD | -6.0% | -62.8% | +56.8% | -5.3% |
| 1Y | +1.8% | -55.5% | +57.3% | +2.4% |
| 3Y | +103.2% | +25.7% | +77.5% | +102.7% |
| All | +118.6% | -64.2% | +182.7% | +123.6% |
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