+11.3%
GEHC vs ABCL
+152.2%
-140.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.4% | -2.1% |
| 7D | +7.6% | -3.2% | +10.8% | +7.7% |
| 30D | +27.5% | -7.4% | +34.9% | +27.9% |
| 3M | +17.2% | +81.9% | -64.7% | +11.2% |
| 6M | +33.6% | +135.7% | -102.1% | +20.9% |
| YTD | +0.6% | +247.4% | -246.7% | -11.7% |
| 1Y | +11.3% | +162.3% | -151.0% | +0.5% |
| All | +11.3% | +152.2% | -140.9% | +0.5% |
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