-54.5%
GTLB vs ALHC
-32.6%
-21.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.5% |
| 7D | -4.1% | -5.8% | +1.7% | -3.0% |
| 30D | +12.3% | -3.3% | +15.7% | +12.8% |
| 3M | +65.9% | -37.9% | +103.8% | +79.0% |
| 6M | +104.0% | -29.5% | +133.5% | +109.4% |
| YTD | +26.0% | -35.4% | +61.4% | +31.4% |
| 1Y | -3.5% | -22.4% | +18.9% | -4.2% |
| 3Y | -9.6% | +146.3% | -156.0% | -47.2% |
| All | -54.5% | -32.6% | -21.9% | -61.8% |
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 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