+12.0%
GEHC vs ABCL
+2.7%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | -7.0% | +65.1% | -72.0% | -12.3% |
| 3M | +3.3% | +111.1% | -107.8% | -5.9% |
| 6M | -10.0% | +231.6% | -241.6% | -22.7% |
| YTD | -18.5% | +234.5% | -253.0% | -30.5% |
| 1Y | -14.4% | +174.3% | -188.7% | -26.0% |
| 3Y | +3.4% | +111.5% | -108.0% | -12.5% |
| All | +12.0% | +2.7% | +9.3% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling