+9.3%
GEHC vs ADM
+5.6%
+3.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | -7.6% | +1.4% | -9.0% | -7.8% |
| 30D | -10.7% | +8.2% | -18.9% | -11.7% |
| 3M | -1.2% | +8.7% | -9.9% | -2.8% |
| 6M | -13.7% | +29.1% | -42.8% | -18.3% |
| YTD | -20.4% | +53.7% | -74.1% | -27.7% |
| 1Y | -17.0% | +43.2% | -60.3% | -23.6% |
| 3Y | +0.9% | +21.4% | -20.5% | -7.6% |
| All | +9.3% | +5.6% | +3.6% | +2.1% |
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