+3,184.4%
APP vs GEHC
+10.0%
+3,174.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.7% |
| 7D | +0.9% | -4.0% | +4.9% | +2.6% |
| 30D | -23.3% | -2.0% | -21.3% | -22.7% |
| 3M | -42.6% | +8.0% | -50.6% | -45.1% |
| 6M | -33.6% | -12.8% | -20.8% | -30.2% |
| YTD | -52.4% | -15.9% | -36.5% | -49.7% |
| 1Y | -35.9% | -6.9% | -29.0% | -36.1% |
| 3Y | +642.2% | 0.0% | +642.3% | +640.8% |
| All | +3,184.4% | +10.0% | +3,174.5% | +3,040.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling