+141.0%
GS vs ALHC
-62.4%
+203.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -5.8% |
| 7D | -6.3% | -6.2% | -0.1% | -5.9% |
| 30D | -3.1% | -9.7% | +6.5% | -2.6% |
| 3M | -17.7% | -44.7% | +27.1% | -14.4% |
| 6M | -4.6% | -58.7% | +54.1% | +0.7% |
| YTD | +0.3% | -61.7% | +62.0% | +6.2% |
| 1Y | +11.7% | -55.7% | +67.4% | +16.9% |
| 3Y | +183.6% | +25.6% | +158.0% | +163.4% |
| 5Y | +141.0% | -65.8% | +206.7% | +121.3% |
| All | +141.0% | -62.4% | +203.4% | +121.3% |
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