+40.3%
GEHC vs ADM
-15.4%
+55.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +3.7% | -1.8% | +5.5% | +4.0% |
| 30D | +27.3% | -13.3% | +40.6% | +29.7% |
| 3M | +14.7% | -13.4% | +28.1% | +16.8% |
| 6M | +31.9% | -9.6% | +41.5% | +32.7% |
| YTD | +2.2% | +23.0% | -20.8% | -4.4% |
| 1Y | +14.1% | +27.4% | -13.3% | +5.8% |
| 3Y | +21.0% | +5.7% | +15.3% | +11.7% |
| All | +40.3% | -15.4% | +55.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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