+3,933.6%
APP vs GEHC
+30.8%
+3,902.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | +10.6% | -2.3% | +12.8% | +11.5% |
| 30D | +44.6% | +19.0% | +25.5% | +34.1% |
| 3M | +29.6% | +13.3% | +16.3% | +22.6% |
| 6M | -19.8% | +31.5% | -51.3% | -29.7% |
| YTD | -41.6% | 0.0% | -41.6% | -42.7% |
| 1Y | -32.7% | +9.4% | -42.1% | -37.1% |
| 3Y | +799.0% | +18.3% | +780.7% | +734.9% |
| All | +3,933.6% | +30.8% | +3,902.9% | +3,478.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling