-52.0%
GTLB vs ALHC
-28.4%
-23.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +11.1% | -0.6% | +11.6% | +11.1% |
| 30D | +37.8% | -1.0% | +38.8% | +37.8% |
| 3M | +61.6% | -10.2% | +71.7% | +60.9% |
| 6M | +98.9% | -28.3% | +127.2% | +104.0% |
| YTD | +32.8% | -31.4% | +64.2% | +37.0% |
| 1Y | +14.7% | -16.9% | +31.6% | +12.4% |
| 3Y | +1.3% | +135.5% | -134.1% | -38.9% |
| All | -52.0% | -28.4% | -23.6% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling