+59.0%
GM vs ALHC
-33.0%
+92.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.0% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | -3.4% | -3.3% | -0.1% | -3.2% |
| 3M | +8.7% | -37.9% | +46.6% | +12.2% |
| 6M | +15.4% | -29.5% | +44.9% | +16.9% |
| YTD | +6.6% | -35.4% | +42.0% | +8.4% |
| 1Y | +51.5% | -22.4% | +73.9% | +51.1% |
| 3Y | +169.3% | +146.3% | +23.0% | +125.9% |
| 5Y | +81.6% | -32.0% | +113.5% | +61.3% |
| All | +59.0% | -33.0% | +92.0% | +34.1% |
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 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