-32.0%
APP vs GEHC
+12.6%
-44.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | +48.9% | -3.7% | +52.7% | +49.2% |
| 30D | +49.4% | +22.0% | +27.4% | +46.8% |
| 3M | +27.0% | +13.6% | +13.4% | +24.9% |
| 6M | -15.4% | +34.0% | -49.4% | -17.3% |
| YTD | -39.9% | +0.9% | -40.8% | -41.1% |
| 1Y | -32.0% | +12.7% | -44.7% | -34.0% |
| All | -32.0% | +12.6% | -44.6% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling