+22.2%
GPC vs ALHC
-59.6%
+81.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -2.1% | -5.5% | +3.4% | -1.8% |
| 30D | -4.5% | -4.9% | +0.4% | -4.4% |
| 3M | -7.7% | -41.7% | +34.1% | -5.5% |
| 6M | +24.3% | -55.2% | +79.5% | +28.1% |
| YTD | +3.5% | -61.1% | +64.5% | +7.1% |
| 1Y | +0.7% | -53.3% | +54.1% | +3.2% |
| 3Y | 0.0% | +28.2% | -28.2% | -5.8% |
| 5Y | +5.8% | -65.8% | +71.6% | +1.4% |
| All | +22.2% | -59.6% | +81.8% | +16.0% |
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