+38.2%
GEHC vs AA
-6.9%
+45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.1% |
| 7D | +7.6% | +0.9% | +6.7% | +7.5% |
| 30D | +27.5% | -6.7% | +34.1% | +28.7% |
| 3M | +17.2% | -16.3% | +33.6% | +20.0% |
| 6M | +33.6% | -37.1% | +70.7% | +41.9% |
| YTD | +0.6% | -25.0% | +25.7% | +2.1% |
| 1Y | +11.3% | +8.6% | +2.7% | +4.8% |
| 3Y | +16.5% | +57.2% | -40.7% | -0.9% |
| All | +38.2% | -6.9% | +45.1% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling