-58.3%
GME vs ALHC
-29.3%
-28.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | -1.4% | -6.3% | +4.9% | +0.1% |
| 3M | -15.1% | -12.3% | -2.8% | -14.8% |
| 6M | -22.5% | -27.0% | +4.5% | -19.6% |
| YTD | -5.9% | -31.8% | +25.9% | -1.3% |
| 1Y | -18.6% | -17.0% | -1.6% | -19.8% |
| 3Y | +6.7% | +159.8% | -153.2% | -40.0% |
| 5Y | -62.0% | -25.1% | -36.9% | -72.2% |
| All | -58.3% | -29.3% | -28.9% | -71.1% |
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