+218.1%
GLW vs ALHC
-59.6%
+277.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.2% | +7.4% |
| 7D | +1.4% | -5.5% | +7.0% | +1.6% |
| 30D | -18.2% | -4.9% | -13.3% | -18.1% |
| 3M | -24.2% | -41.7% | +17.6% | -23.1% |
| 6M | -41.7% | -55.2% | +13.5% | -40.5% |
| YTD | +38.3% | -61.1% | +99.4% | +41.4% |
| 1Y | +38.2% | -53.3% | +91.5% | +40.0% |
| 3Y | +363.4% | +28.2% | +335.2% | +333.8% |
| 5Y | +254.6% | -65.8% | +320.4% | +246.8% |
| All | +218.1% | -59.6% | +277.7% | +202.0% |
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