+342.1%
GLW vs ALHC
-33.5%
+375.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -0.6% | +4.4% | +3.8% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -21.8% | -10.2% | -11.7% | -21.7% |
| 6M | +6.9% | -28.3% | +35.2% | +7.8% |
| YTD | +77.2% | -31.4% | +108.6% | +78.3% |
| 1Y | +123.2% | -16.9% | +140.2% | +122.4% |
| 3Y | +400.0% | +135.5% | +264.5% | +356.3% |
| All | +342.1% | -33.5% | +375.6% | +318.6% |
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