+3.7%
GS vs ALHC
-59.8%
+63.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.1% | -6.6% | +3.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.2% |
| 30D | +3.9% | -4.2% | +8.1% | +3.8% |
| 3M | -11.4% | -39.8% | +28.4% | -10.6% |
| 6M | +3.7% | -57.7% | +61.4% | +6.8% |
| All | +3.7% | -59.8% | +63.5% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling