+119.3%
GRMN vs ALHC
-62.2%
+181.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | +4.7% | +1.0% | +3.8% | +4.7% |
| 30D | +3.4% | -14.2% | +17.6% | +4.1% |
| 3M | -5.0% | -45.1% | +40.1% | -2.3% |
| 6M | +18.6% | -59.5% | +78.1% | +23.2% |
| YTD | +42.5% | -62.8% | +105.3% | +48.3% |
| 1Y | +42.3% | -55.5% | +97.8% | +46.4% |
| 3Y | +158.5% | +25.7% | +132.8% | +135.0% |
| All | +119.3% | -62.2% | +181.5% | +117.0% |
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