-55.6%
GPN vs ALHC
-60.6%
+5.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.5% | -9.5% | -11.8% |
| 7D | -7.1% | -0.8% | -6.4% | -7.1% |
| 30D | +7.7% | -9.6% | +17.3% | +8.3% |
| 3M | -0.1% | -44.5% | +44.4% | +3.5% |
| 6M | +29.4% | -59.2% | +88.6% | +36.1% |
| YTD | +15.1% | -62.0% | +77.1% | +21.2% |
| 1Y | +15.4% | -54.8% | +70.3% | +19.7% |
| 3Y | -16.5% | +25.0% | -41.5% | -22.6% |
| 5Y | -29.6% | -65.3% | +35.8% | -32.1% |
| All | -55.6% | -60.6% | +5.1% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling