+15.5%
GEHC vs ABCL
+2.6%
+12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -2.0% | +93.1% | -95.0% | -9.1% |
| 3M | +8.0% | +79.4% | -71.5% | 0.0% |
| 6M | -12.8% | +214.9% | -227.6% | -24.7% |
| YTD | -15.9% | +234.2% | -250.1% | -28.4% |
| 1Y | -6.9% | +174.8% | -181.7% | -19.5% |
| 3Y | 0.0% | +104.5% | -104.5% | -15.2% |
| All | +15.5% | +2.6% | +12.8% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling