+58.7%
GM vs ALHC
-61.4%
+120.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +3.6% | -10.6% | +14.1% | +4.3% |
| 3M | -0.2% | -45.3% | +45.1% | +4.0% |
| 6M | +13.9% | -59.7% | +73.6% | +20.3% |
| YTD | +6.5% | -62.7% | +69.2% | +12.5% |
| 1Y | +20.7% | -56.1% | +76.8% | +25.4% |
| 3Y | +229.5% | +21.3% | +208.2% | +194.8% |
| 5Y | +41.5% | -66.0% | +107.5% | +31.5% |
| All | +58.7% | -61.4% | +120.1% | +39.1% |
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