-47.0%
GPN vs ALHC
-27.5%
-19.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -6.2% | -4.1% | -2.1% | -5.9% |
| 30D | +1.0% | -5.4% | +6.5% | +1.4% |
| 3M | +36.9% | -32.1% | +69.0% | +40.5% |
| 6M | +16.8% | -28.5% | +45.3% | +18.6% |
| YTD | +13.2% | -34.0% | +47.3% | +15.5% |
| 1Y | +1.4% | -20.9% | +22.4% | +1.7% |
| 3Y | -28.6% | +151.5% | -180.2% | -38.3% |
| 5Y | -47.0% | -28.8% | -18.1% | -50.7% |
| All | -47.0% | -27.5% | -19.5% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling