+4.6%
GTLB vs ALHC
+30.0%
-25.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.0% |
| 7D | -10.9% | +3.8% | -14.7% | -10.9% |
| 30D | -15.3% | +1.7% | -17.0% | -15.3% |
| 3M | +14.6% | -44.3% | +58.9% | +14.0% |
| 6M | +79.6% | -57.2% | +136.8% | +79.8% |
| YTD | +24.3% | -61.2% | +85.5% | +24.5% |
| 1Y | +1.0% | -53.2% | +54.2% | +1.0% |
| 3Y | +4.6% | +27.8% | -23.2% | -9.5% |
| All | +4.6% | +30.0% | -25.4% | -9.5% |
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