+7.8%
ABT vs GEHC
+10.0%
-2.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.7% | -4.0% | +0.3% | -3.0% |
| 30D | +2.5% | -2.0% | +4.4% | +2.9% |
| 3M | +20.2% | +8.0% | +12.2% | +18.4% |
| 6M | -2.9% | -12.8% | +9.8% | -1.4% |
| YTD | -11.9% | -15.9% | +4.0% | -10.1% |
| 1Y | -16.5% | -6.9% | -9.6% | -16.3% |
| 3Y | +12.1% | 0.0% | +12.2% | +9.0% |
| All | +7.8% | +10.0% | -2.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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