+24.3%
GME vs ALHC
+143.4%
-119.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +10.4% | -6.9% | +17.3% | +11.4% |
| 30D | +14.1% | -6.7% | +20.8% | +15.1% |
| 3M | -4.6% | -37.7% | +33.1% | +1.2% |
| 6M | -13.5% | -30.0% | +16.5% | -11.1% |
| YTD | +5.3% | -36.2% | +41.5% | +9.4% |
| 1Y | -14.9% | -22.9% | +8.0% | -14.6% |
| 3Y | +24.3% | +138.4% | -114.1% | -16.4% |
| All | +24.3% | +143.4% | -119.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling