+249.6%
ALAB vs GEHC
-6.7%
+256.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.7% | +13.3% |
| 7D | -5.6% | +5.6% | -11.2% | -6.5% |
| 30D | -36.6% | +27.9% | -64.5% | -40.1% |
| 3M | -35.1% | +17.1% | -52.2% | -37.5% |
| 6M | +8.5% | +32.5% | -24.0% | -0.3% |
| YTD | +30.4% | +2.7% | +27.7% | +30.5% |
| 1Y | +31.0% | +15.3% | +15.8% | +23.1% |
| All | +249.6% | -6.7% | +256.3% | +217.4% |
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