+24.1%
GPC vs ALHC
-61.8%
+85.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.8% | +3.9% | -3.0% | +0.6% |
| 30D | -1.1% | -3.6% | +2.6% | -1.0% |
| 3M | -6.6% | -49.4% | +42.8% | -3.8% |
| 6M | +22.2% | -59.5% | +81.7% | +26.6% |
| YTD | +5.1% | -63.2% | +68.2% | +9.0% |
| 1Y | +2.8% | -55.5% | +58.3% | +5.6% |
| 3Y | +2.4% | +23.0% | -20.7% | -3.4% |
| 5Y | +7.8% | -65.7% | +73.5% | +3.5% |
| All | +24.1% | -61.8% | +85.9% | +18.1% |
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 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