+40.0%
GLW vs ALHC
-55.7%
+95.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.4% |
| 7D | +7.7% | +0.3% | +7.5% | +7.8% |
| 30D | -18.8% | -10.6% | -8.3% | -19.1% |
| 3M | -27.7% | -45.3% | +17.6% | -28.8% |
| 6M | -44.4% | -59.7% | +15.3% | -44.4% |
| YTD | +31.3% | -62.7% | +94.0% | +19.5% |
| 1Y | +40.0% | -56.1% | +96.2% | +21.1% |
| All | +40.0% | -55.7% | +95.7% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling