+18.6%
GEHC vs ACGL
+33.2%
-14.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | -1.4% | -2.4% | -3.3% |
| 30D | +22.0% | +12.4% | +9.6% | +18.0% |
| 3M | +13.6% | +11.1% | +2.5% | +10.2% |
| 6M | +34.0% | +16.3% | +17.7% | +27.9% |
| YTD | +0.9% | +13.8% | -12.9% | -3.0% |
| 1Y | +12.7% | +20.4% | -7.7% | +6.9% |
| All | +18.6% | +33.2% | -14.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling