+218.6%
GS vs ALHC
-61.4%
+280.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +4.3% | -10.6% | +14.9% | +5.1% |
| 3M | -11.7% | -45.3% | +33.7% | -8.4% |
| 6M | -3.2% | -59.7% | +56.5% | +1.8% |
| YTD | +5.8% | -62.7% | +68.5% | +11.6% |
| 1Y | +16.0% | -56.1% | +72.1% | +21.0% |
| 3Y | +199.8% | +21.3% | +178.5% | +182.9% |
| 5Y | +155.5% | -66.0% | +221.5% | +141.3% |
| All | +218.6% | -61.4% | +280.0% | +187.8% |
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 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