+40.3%
GEHC vs ACGL
+91.0%
-50.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +3.7% | +1.3% | +2.5% | +3.4% |
| 30D | +27.3% | +14.2% | +13.1% | +22.8% |
| 3M | +14.7% | +11.1% | +3.7% | +11.5% |
| 6M | +31.9% | +16.4% | +15.6% | +26.3% |
| YTD | +2.2% | +13.8% | -11.6% | -1.6% |
| 1Y | +14.1% | +21.6% | -7.5% | +8.2% |
| 3Y | +21.0% | +33.5% | -12.6% | +12.9% |
| All | +40.3% | +91.0% | -50.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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