+201.9%
GLW vs ALHC
-61.4%
+263.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.3% |
| 7D | +7.7% | +0.3% | +7.5% | +7.7% |
| 30D | -18.8% | -10.6% | -8.3% | -18.6% |
| 3M | -27.7% | -45.3% | +17.6% | -26.5% |
| 6M | -44.4% | -59.7% | +15.3% | -43.0% |
| YTD | +31.3% | -62.7% | +94.0% | +34.4% |
| 1Y | +40.0% | -56.1% | +96.2% | +42.2% |
| 3Y | +339.2% | +21.3% | +318.0% | +312.0% |
| 5Y | +229.2% | -66.0% | +295.1% | +221.8% |
| All | +201.9% | -61.4% | +263.3% | +187.0% |
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