+12.0%
GEHC vs ACI
-35.1%
+47.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -2.6% |
| 7D | -5.2% | -2.6% | -2.6% | -4.9% |
| 30D | -7.0% | +1.1% | -8.0% | -7.1% |
| 3M | +3.3% | -23.6% | +27.0% | +5.4% |
| 6M | -10.0% | -29.9% | +19.9% | -7.4% |
| YTD | -18.5% | -26.9% | +8.4% | -16.7% |
| 1Y | -14.4% | -34.2% | +19.8% | -11.3% |
| 3Y | +3.4% | -43.6% | +47.0% | +8.9% |
| All | +12.0% | -35.1% | +47.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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