-40.7%
GNRC vs ALHC
-28.9%
-11.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | -13.8% | -1.0% | -12.8% | -13.8% |
| 3M | -32.6% | -10.2% | -22.5% | -33.1% |
| 6M | -15.2% | -28.3% | +13.1% | -13.4% |
| YTD | +37.4% | -31.4% | +68.8% | +41.0% |
| 1Y | +5.1% | -16.9% | +22.1% | +3.8% |
| 3Y | +57.5% | +135.5% | -78.0% | +13.1% |
| 5Y | -58.7% | -33.6% | -25.1% | -66.0% |
| All | -40.7% | -28.9% | -11.8% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling