+76.6%
GSK vs ALHC
-61.8%
+138.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +4.9% | +3.9% | +1.0% | +4.8% |
| 30D | +10.8% | -3.6% | +14.5% | +10.9% |
| 3M | -1.8% | -49.4% | +47.6% | -0.3% |
| 6M | +4.1% | -59.5% | +63.6% | +5.9% |
| YTD | +7.9% | -63.2% | +71.1% | +9.8% |
| 1Y | +14.4% | -55.5% | +69.9% | +15.9% |
| 3Y | +68.1% | +23.0% | +45.1% | +64.0% |
| 5Y | +47.7% | -65.7% | +113.4% | +50.2% |
| All | +76.6% | -61.8% | +138.5% | +77.4% |
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