+20.9%
GNRC vs ALHC
-51.4%
+72.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +10.1% | -19.7% | -9.4% |
| 7D | -6.0% | -0.5% | -5.5% | -5.8% |
| 30D | -12.0% | -4.2% | -7.8% | -11.8% |
| 3M | -13.4% | -39.8% | +26.4% | -13.5% |
| 6M | -26.4% | -57.7% | +31.4% | -25.6% |
| YTD | +38.8% | -58.8% | +97.6% | +34.0% |
| 1Y | +20.9% | -52.4% | +73.3% | +7.6% |
| All | +20.9% | -51.4% | +72.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling