-37.0%
APP vs GEHC
+9.4%
-46.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +10.0% |
| 7D | +71.2% | +7.6% | +63.6% | +69.6% |
| 30D | +39.1% | +27.5% | +11.6% | +36.2% |
| 3M | +16.5% | +17.2% | -0.7% | +14.5% |
| 6M | -16.6% | +33.6% | -50.1% | -18.5% |
| YTD | -41.9% | +0.6% | -42.6% | -43.0% |
| 1Y | -37.0% | +11.3% | -48.3% | -40.1% |
| All | -37.0% | +9.4% | -46.4% | -40.1% |
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