+137.1%
GRMN vs ALHC
-31.6%
+168.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -1.4% | -4.1% | +2.7% | -1.2% |
| 30D | -13.1% | -5.4% | -7.6% | -12.9% |
| 3M | +14.9% | -32.1% | +47.1% | +16.8% |
| 6M | +13.1% | -28.5% | +41.6% | +14.1% |
| YTD | +35.3% | -34.0% | +69.3% | +37.0% |
| 1Y | +16.0% | -20.9% | +36.9% | +16.1% |
| 3Y | +179.6% | +151.5% | +28.1% | +146.4% |
| 5Y | +75.0% | -28.8% | +103.9% | +62.9% |
| All | +137.1% | -31.6% | +168.7% | +113.2% |
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 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