+15.7%
GEHC vs ABCL
+138.2%
-122.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.3% |
| 7D | +13.2% | -10.0% | +23.1% | +14.0% |
| 30D | +30.6% | -10.9% | +41.5% | +31.5% |
| 3M | +22.2% | +101.6% | -79.4% | +15.0% |
| 6M | +40.8% | +167.5% | -126.7% | +25.9% |
| YTD | +4.8% | +259.1% | -254.2% | -8.1% |
| 1Y | +15.7% | +152.2% | -136.4% | +6.9% |
| All | +15.7% | +138.2% | -122.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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