+39.3%
GEHC vs ACGL
+91.8%
-52.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | +21.3% | +12.3% | +9.0% | +17.6% |
| 3M | +12.6% | +11.8% | +0.8% | +9.2% |
| 6M | +34.3% | +17.5% | +16.8% | +28.2% |
| YTD | +1.4% | +14.3% | -12.8% | -2.4% |
| 1Y | +12.5% | +18.2% | -5.7% | +7.3% |
| 3Y | +19.2% | +33.2% | -13.9% | +11.3% |
| All | +39.3% | +91.8% | -52.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling