+296.4%
ARM vs GEHC
+6.7%
+289.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.5% |
| 7D | +5.5% | -4.0% | +9.4% | +7.6% |
| 30D | -8.2% | -2.0% | -6.2% | -7.5% |
| 3M | -35.9% | +8.0% | -43.9% | -40.2% |
| 6M | +103.1% | -12.8% | +115.9% | +115.7% |
| YTD | +130.6% | -15.9% | +146.5% | +149.5% |
| 1Y | +86.1% | -6.9% | +93.0% | +85.9% |
| All | +296.4% | +6.7% | +289.7% | +239.8% |
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