+19.2%
GEHC vs ADM
+11.2%
+8.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.1% |
| 7D | +0.8% | +4.2% | -3.4% | +0.3% |
| 30D | +21.3% | -12.8% | +34.2% | +23.3% |
| 3M | +12.6% | -8.5% | +21.0% | +13.5% |
| 6M | +34.3% | -10.9% | +45.2% | +35.6% |
| YTD | +1.4% | +29.4% | -28.0% | -5.7% |
| 1Y | +12.5% | +27.5% | -15.1% | +4.9% |
| 3Y | +19.2% | +10.3% | +8.9% | +6.9% |
| All | +19.2% | +11.2% | +8.0% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling