+12.0%
GEHC vs ACM
-18.4%
+30.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.0% | -12.9% | +6.0% | -2.7% |
| 3M | +3.3% | -6.4% | +9.7% | +5.0% |
| 6M | -10.0% | -29.2% | +19.2% | +1.5% |
| YTD | -18.5% | -29.9% | +11.5% | -8.5% |
| 1Y | -14.4% | -47.3% | +32.9% | +7.9% |
| 3Y | +3.4% | -19.6% | +23.0% | +1.9% |
| All | +12.0% | -18.4% | +30.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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