+12.0%
GEHC vs ADM
+3.1%
+8.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.0% | +11.0% | -18.0% | -8.5% |
| 3M | +3.3% | +6.0% | -2.7% | +2.1% |
| 6M | -10.0% | +26.9% | -36.9% | -14.6% |
| YTD | -18.5% | +50.0% | -68.5% | -25.7% |
| 1Y | -14.4% | +39.6% | -54.0% | -20.8% |
| 3Y | +3.4% | +18.5% | -15.1% | -5.0% |
| All | +12.0% | +3.1% | +8.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling