+15.7%
GEHC vs AA
+13.9%
+1.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +6.3% |
| 7D | +13.2% | +0.9% | +12.3% | +13.1% |
| 30D | +30.6% | -6.4% | +37.1% | +30.9% |
| 3M | +22.2% | -13.0% | +35.2% | +22.8% |
| 6M | +40.8% | -34.6% | +75.5% | +43.0% |
| YTD | +4.8% | -23.0% | +27.9% | +1.9% |
| 1Y | +15.7% | +16.0% | -0.3% | +0.3% |
| All | +15.7% | +13.9% | +1.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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