-53.5%
GPN vs ALHC
-28.9%
-24.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +5.8% | -1.0% | +6.8% | +5.8% |
| 3M | +37.0% | -10.2% | +47.1% | +37.2% |
| 6M | +20.1% | -28.3% | +48.4% | +21.9% |
| YTD | +20.4% | -31.4% | +51.9% | +22.3% |
| 1Y | +7.4% | -16.9% | +24.4% | +7.3% |
| 3Y | -26.1% | +135.5% | -161.6% | -34.5% |
| 5Y | -38.5% | -33.6% | -4.9% | -42.9% |
| All | -53.5% | -28.9% | -24.6% | -56.8% |
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