+327.3%
APH vs GEHC
+34.3%
+293.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +7.8% |
| 7D | +1.1% | +5.6% | -4.5% | -0.1% |
| 30D | -7.5% | +27.9% | -35.4% | -12.5% |
| 3M | -4.4% | +17.1% | -21.6% | -7.9% |
| 6M | +26.5% | +32.5% | -6.1% | +17.8% |
| YTD | +20.0% | +2.7% | +17.4% | +18.7% |
| 1Y | +16.9% | +15.3% | +1.6% | +11.7% |
| 3Y | +288.5% | +23.7% | +264.8% | +259.9% |
| All | +327.3% | +34.3% | +293.1% | +286.8% |
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