+201.0%
GS vs ALHC
-61.5%
+262.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -3.2% | +1.0% | -4.2% | -3.3% |
| 30D | -2.4% | -14.2% | +11.7% | -1.5% |
| 3M | -15.7% | -45.1% | +29.4% | -12.6% |
| 6M | -6.8% | -59.5% | +52.8% | -2.0% |
| YTD | -0.1% | -62.8% | +62.8% | +5.4% |
| 1Y | +12.1% | -55.5% | +67.6% | +16.8% |
| 3Y | +185.8% | +25.7% | +160.1% | +168.9% |
| 5Y | +140.1% | -66.8% | +206.9% | +126.9% |
| All | +201.0% | -61.5% | +262.5% | +172.0% |
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 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