+78.1%
GRMN vs ALHC
-30.1%
+108.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -8.4% | -1.0% | -7.4% | -8.4% |
| 3M | +15.0% | -10.2% | +25.2% | +14.9% |
| 6M | +11.2% | -28.3% | +39.5% | +12.2% |
| YTD | +37.7% | -31.4% | +69.1% | +39.1% |
| 1Y | +18.5% | -16.9% | +35.4% | +18.2% |
| 3Y | +175.8% | +135.5% | +40.3% | +144.0% |
| All | +78.1% | -30.1% | +108.2% | +58.9% |
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