+15.7%
ADP vs GEHC
+4.1%
+11.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -5.7% | -7.6% | +2.0% | -4.4% |
| 30D | -3.1% | -10.7% | +7.6% | -1.2% |
| 3M | +15.6% | -1.2% | +16.8% | +15.7% |
| 6M | +20.8% | -13.7% | +34.5% | +23.3% |
| YTD | +4.7% | -20.4% | +25.2% | +8.4% |
| 1Y | -8.3% | -17.0% | +8.8% | -5.9% |
| 3Y | +13.6% | +0.9% | +12.6% | +10.7% |
| All | +15.7% | +4.1% | +11.6% | +8.8% |
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