-59.0%
GNRC vs ALHC
-27.5%
-31.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.8% |
| 30D | -9.5% | -5.4% | -4.1% | -8.8% |
| 3M | -28.5% | -32.1% | +3.6% | -25.1% |
| 6M | -10.0% | -28.5% | +18.5% | -8.1% |
| YTD | +36.7% | -34.0% | +70.8% | +41.2% |
| 1Y | +2.6% | -20.9% | +23.5% | +2.0% |
| 3Y | +61.9% | +151.5% | -89.6% | +11.6% |
| 5Y | -59.0% | -28.8% | -30.2% | -68.4% |
| All | -59.0% | -27.5% | -31.5% | -68.4% |
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 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