-54.0%
GME vs ALHC
-64.2%
+10.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.6% |
| 7D | +3.7% | +1.0% | +2.7% | +3.3% |
| 30D | +2.2% | -14.2% | +16.3% | +5.1% |
| 3M | +30.6% | -45.1% | +75.8% | +47.9% |
| 6M | -0.2% | -59.5% | +59.3% | +18.6% |
| YTD | +25.1% | -62.8% | +87.9% | +49.2% |
| 1Y | +17.7% | -55.5% | +73.1% | +32.6% |
| 3Y | +85.7% | +25.7% | +60.0% | +21.3% |
| All | -54.0% | -64.2% | +10.2% | -61.3% |
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