+15.5%
GEHC vs ADM
+3.3%
+12.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.0% | +3.8% | -7.8% | -4.5% |
| 30D | -2.0% | +9.8% | -11.7% | -3.4% |
| 3M | +8.0% | +2.1% | +5.8% | +7.4% |
| 6M | -12.8% | +27.5% | -40.3% | -17.3% |
| YTD | -15.9% | +50.2% | -66.1% | -23.4% |
| 1Y | -6.9% | +40.6% | -47.5% | -14.1% |
| 3Y | 0.0% | +17.2% | -17.3% | -7.9% |
| All | +15.5% | +3.3% | +12.2% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling