+365.7%
ALAB vs GEHC
-25.9%
+391.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.2% |
| 7D | +3.2% | -5.2% | +8.4% | +4.5% |
| 30D | -13.6% | -7.0% | -6.6% | -12.2% |
| 3M | -16.6% | +3.3% | -19.9% | -18.5% |
| 6M | +142.3% | -10.0% | +152.3% | +148.4% |
| YTD | +73.6% | -18.5% | +92.1% | +83.3% |
| 1Y | +33.7% | -14.4% | +48.1% | +37.1% |
| All | +365.7% | -25.9% | +391.5% | +345.8% |
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