+61.1%
GNRC vs ALHC
+151.5%
-90.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.8% |
| 7D | +3.2% | -4.1% | +7.3% | +3.4% |
| 30D | -9.5% | -5.4% | -4.1% | -9.2% |
| 3M | -28.5% | -32.1% | +3.6% | -27.1% |
| 6M | -10.0% | -28.5% | +18.5% | -9.2% |
| YTD | +36.7% | -34.0% | +70.8% | +38.6% |
| 1Y | +2.6% | -20.9% | +23.5% | +2.1% |
| All | +61.1% | +151.5% | -90.5% | +45.1% |
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 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