+212.6%
GLW vs ALHC
-64.2%
+276.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.7% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -35.0% | -14.2% | -20.8% | -34.8% |
| 3M | -32.4% | -45.1% | +12.8% | -31.3% |
| 6M | -41.3% | -59.5% | +18.2% | -40.0% |
| YTD | +21.8% | -62.8% | +84.7% | +24.6% |
| 1Y | +21.8% | -55.5% | +77.3% | +23.5% |
| 3Y | +307.7% | +25.7% | +282.0% | +280.5% |
| All | +212.6% | -64.2% | +276.8% | +196.1% |
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 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