+185.7%
GS vs ALHC
-33.5%
+219.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -1.6% | -1.0% | -0.5% | -1.6% |
| 3M | -4.5% | -10.2% | +5.7% | -4.4% |
| 6M | +20.9% | -28.3% | +49.2% | +22.6% |
| YTD | +19.9% | -31.4% | +51.3% | +22.0% |
| 1Y | +41.4% | -16.9% | +58.3% | +41.7% |
| 3Y | +239.2% | +135.5% | +103.7% | +201.6% |
| All | +185.7% | -33.5% | +219.2% | +153.2% |
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 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