+80.5%
GM vs ALHC
-27.5%
+108.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | -1.1% | -4.1% | +3.0% | -0.8% |
| 30D | -4.6% | -5.4% | +0.9% | -4.2% |
| 3M | +0.2% | -32.1% | +32.3% | +2.6% |
| 6M | +12.6% | -28.5% | +41.1% | +14.0% |
| YTD | +3.7% | -34.0% | +37.7% | +5.3% |
| 1Y | +45.6% | -20.9% | +66.6% | +45.0% |
| 3Y | +162.0% | +151.5% | +10.4% | +116.6% |
| 5Y | +80.5% | -28.8% | +109.3% | +55.8% |
| All | +80.5% | -27.5% | +108.0% | +55.8% |
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