+142.4%
ADI vs GEHC
+2.1%
+140.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.0% |
| 7D | +4.6% | -7.2% | +11.7% | +7.1% |
| 30D | -1.2% | -11.6% | +10.4% | +2.8% |
| 3M | -7.8% | -0.8% | -7.0% | -8.8% |
| 6M | +19.3% | -11.9% | +31.3% | +23.0% |
| YTD | +40.9% | -21.9% | +62.9% | +52.8% |
| 1Y | +54.5% | -17.8% | +72.3% | +63.5% |
| 3Y | +123.4% | -3.5% | +127.0% | +119.0% |
| All | +142.4% | +2.1% | +140.3% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling