-9.9%
GTLB vs ALHC
+141.7%
-151.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | +4.6% | -1.0% | +5.5% | +4.6% |
| 30D | +21.0% | -6.3% | +27.3% | +21.0% |
| 3M | +51.7% | -12.3% | +64.0% | +52.2% |
| 6M | +89.3% | -27.0% | +116.3% | +90.1% |
| YTD | +25.6% | -31.8% | +57.5% | +26.6% |
| 1Y | -1.5% | -17.0% | +15.5% | -1.3% |
| 3Y | -9.9% | +159.8% | -169.8% | -12.9% |
| All | -9.9% | +141.7% | -151.6% | -12.9% |
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 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