+162.2%
ARM vs GEHC
+29.9%
+132.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.4% | -10.7% | -12.0% |
| 7D | -27.1% | +9.6% | -36.7% | -30.4% |
| 30D | -44.9% | +29.4% | -74.3% | -51.6% |
| 3M | -39.3% | +19.3% | -58.6% | -44.6% |
| 6M | -20.2% | +37.4% | -57.5% | -34.3% |
| YTD | +52.5% | +2.3% | +50.2% | +49.3% |
| 1Y | +4.1% | +11.0% | -6.9% | -4.2% |
| 3Y | +211.7% | +17.6% | +194.0% | +162.8% |
| All | +162.2% | +29.9% | +132.3% | +103.3% |
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