+294.9%
APH vs GEHC
+31.6%
+263.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.8% | +4.5% |
| 7D | -5.9% | +7.6% | -13.5% | -7.5% |
| 30D | -14.8% | +27.5% | -42.3% | -19.3% |
| 3M | -12.4% | +17.2% | -29.7% | -15.7% |
| 6M | +8.1% | +33.6% | -25.5% | +0.3% |
| YTD | +10.9% | +0.6% | +10.3% | +10.2% |
| 1Y | +8.8% | +11.3% | -2.5% | +4.9% |
| 3Y | +262.1% | +16.5% | +245.6% | +238.9% |
| All | +294.9% | +31.6% | +263.3% | +258.8% |
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