+12.6%
GTLB vs ALHC
-51.4%
+64.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.1% | -10.1% | +0.3% |
| 7D | -9.7% | -0.5% | -9.2% | -9.7% |
| 30D | +1.7% | -4.2% | +5.9% | +1.5% |
| 3M | +43.6% | -39.8% | +83.4% | +40.9% |
| 6M | +113.0% | -57.7% | +170.7% | +115.7% |
| YTD | +39.5% | -58.8% | +98.3% | +41.6% |
| 1Y | +12.6% | -52.4% | +65.0% | +14.0% |
| All | +12.6% | -51.4% | +64.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling