-2.5%
GEHC vs ADVB
-96.8%
+94.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +25.0% | +1.3% |
| 7D | +0.8% | +27.8% | -27.0% | +1.0% |
| 30D | +21.3% | -50.8% | +72.1% | +21.1% |
| 3M | +12.6% | -70.5% | +83.1% | +12.3% |
| 6M | +34.3% | -46.7% | +81.0% | +33.8% |
| YTD | +1.4% | -56.7% | +58.1% | +1.1% |
| 1Y | +12.5% | -71.8% | +84.2% | +13.1% |
| All | -2.5% | -96.8% | +94.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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