+66.4%
GSK vs ALHC
-29.3%
+95.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -4.2% | -1.0% | -3.2% | -4.2% |
| 30D | -7.5% | -6.3% | -1.2% | -7.4% |
| 3M | -3.3% | -12.3% | +9.0% | -3.3% |
| 6M | -9.3% | -27.0% | +17.7% | -9.0% |
| YTD | +1.6% | -31.8% | +33.4% | +2.0% |
| 1Y | +25.5% | -17.0% | +42.5% | +25.4% |
| 3Y | +49.3% | +159.8% | -110.6% | +42.8% |
| 5Y | +46.7% | -25.1% | +71.8% | +46.4% |
| All | +66.4% | -29.3% | +95.7% | +64.9% |
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