+21.8%
GPC vs ALHC
-61.4%
+83.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | -6.3% | -10.6% | +4.3% | -5.9% |
| 3M | -8.2% | -45.3% | +37.2% | -5.7% |
| 6M | +27.1% | -59.7% | +86.8% | +31.6% |
| YTD | +3.1% | -62.7% | +65.9% | +6.9% |
| 1Y | +0.1% | -56.1% | +56.2% | +2.9% |
| 3Y | +0.2% | +21.3% | -21.0% | -5.3% |
| 5Y | +4.9% | -66.0% | +70.8% | +0.7% |
| All | +21.8% | -61.4% | +83.2% | +15.9% |
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