+228.9%
ARM vs GEHC
+15.6%
+213.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.4% | +5.5% |
| 7D | -15.2% | +7.6% | -22.8% | -18.2% |
| 30D | -40.7% | +27.5% | -68.1% | -47.3% |
| 3M | -39.1% | +17.2% | -56.3% | -43.9% |
| 6M | -26.4% | +33.6% | -60.0% | -38.2% |
| YTD | +59.7% | +0.6% | +59.1% | +57.9% |
| 1Y | +10.3% | +11.3% | -0.9% | +1.4% |
| 3Y | +228.9% | +16.5% | +212.4% | +194.4% |
| All | +228.9% | +15.6% | +213.3% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling