+10.3%
ARM vs GEHC
+9.4%
+1.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.4% | +4.8% |
| 7D | -15.2% | +7.6% | -22.8% | -15.4% |
| 30D | -40.7% | +27.5% | -68.1% | -41.5% |
| 3M | -39.1% | +17.2% | -56.3% | -39.7% |
| 6M | -26.4% | +33.6% | -60.0% | -28.9% |
| YTD | +59.7% | +0.6% | +59.1% | +66.0% |
| 1Y | +10.3% | +11.3% | -0.9% | +12.2% |
| All | +10.3% | +9.4% | +1.0% | +12.2% |
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