+38.2%
GEHC vs ABCL
+6.6%
+31.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.4% | -2.3% |
| 7D | +7.6% | -3.2% | +10.8% | +7.7% |
| 30D | +27.5% | -7.4% | +34.9% | +28.0% |
| 3M | +17.2% | +81.9% | -64.7% | +8.9% |
| 6M | +33.6% | +135.7% | -102.1% | +18.8% |
| YTD | +0.6% | +247.4% | -246.7% | -15.0% |
| 1Y | +11.3% | +162.3% | -151.0% | -3.2% |
| 3Y | +16.5% | +165.5% | -149.0% | -3.7% |
| All | +38.2% | +6.6% | +31.6% | +29.2% |
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