-43.0%
APP vs GEHC
-12.1%
-30.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -2.5% |
| 7D | +0.1% | -5.2% | +5.3% | +0.4% |
| 30D | -10.0% | -7.0% | -3.1% | -9.7% |
| 3M | -44.6% | +3.3% | -48.0% | -44.7% |
| 6M | -37.9% | -10.0% | -27.9% | -36.7% |
| YTD | -53.7% | -18.5% | -35.2% | -53.0% |
| 1Y | -43.0% | -14.4% | -28.6% | -43.4% |
| All | -43.0% | -12.1% | -30.8% | -43.4% |
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