+62.6%
GSK vs ALHC
+21.9%
+40.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.7% |
| 30D | +7.0% | -14.2% | +21.2% | +7.2% |
| 3M | -2.7% | -45.1% | +42.5% | -2.2% |
| 6M | +1.4% | -59.5% | +61.0% | +1.9% |
| YTD | +5.3% | -62.8% | +68.2% | +5.7% |
| 1Y | +10.6% | -55.5% | +66.1% | +11.1% |
| 3Y | +62.6% | +25.7% | +36.9% | +69.2% |
| All | +62.6% | +21.9% | +40.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling