-40.8%
GNRC vs ALHC
-33.8%
-7.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | -0.2% | -6.9% | +6.7% | +0.9% |
| 30D | -15.7% | -6.7% | -9.0% | -14.8% |
| 3M | -27.3% | -37.7% | +10.4% | -22.7% |
| 6M | -12.1% | -30.0% | +17.9% | -10.0% |
| YTD | +37.1% | -36.2% | +73.3% | +42.2% |
| 1Y | -0.5% | -22.9% | +22.4% | -0.6% |
| 3Y | +61.5% | +138.4% | -76.9% | +14.8% |
| 5Y | -58.6% | -32.8% | -25.8% | -65.8% |
| All | -40.8% | -33.8% | -7.0% | -52.8% |
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 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