+137.6%
GLDM vs ALHC
-61.8%
+199.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.9% |
| 7D | +5.0% | +3.9% | +1.1% | +4.9% |
| 30D | -1.3% | -3.6% | +2.3% | -1.3% |
| 3M | -4.7% | -49.4% | +44.7% | -4.1% |
| 6M | -12.4% | -59.5% | +47.1% | -11.7% |
| YTD | -4.1% | -63.2% | +59.1% | -3.2% |
| 1Y | +3.3% | -55.5% | +58.8% | +4.1% |
| 3Y | +110.9% | +23.0% | +87.9% | +109.7% |
| 5Y | +124.8% | -65.7% | +190.5% | +130.1% |
| All | +137.6% | -61.8% | +199.4% | +141.0% |
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