-17.0%
GEHC vs ADM
+42.9%
-59.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.0% |
| 7D | -7.6% | +1.4% | -9.0% | -7.4% |
| 30D | -10.7% | +8.2% | -18.9% | -9.5% |
| 3M | -1.2% | +8.7% | -9.9% | -0.2% |
| 6M | -13.7% | +29.1% | -42.8% | -12.5% |
| YTD | -20.4% | +53.7% | -74.1% | -20.7% |
| 1Y | -17.0% | +43.2% | -60.3% | -17.1% |
| All | -17.0% | +42.9% | -59.9% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling