+1.1%
GPC vs ALHC
+21.9%
-20.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | -2.1% | -14.2% | +12.1% | -1.7% |
| 3M | -6.8% | -45.1% | +38.3% | -5.3% |
| 6M | +18.6% | -59.5% | +78.1% | +21.0% |
| YTD | +2.7% | -62.8% | +65.5% | +4.9% |
| 1Y | +1.8% | -55.5% | +57.3% | +3.5% |
| 3Y | +1.1% | +25.7% | -24.6% | -2.5% |
| All | +1.1% | +21.9% | -20.9% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling