+14.1%
GEHC vs ADVB
-73.6%
+87.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.4% |
| 7D | +3.7% | -4.1% | +7.8% | +3.7% |
| 30D | +27.3% | -60.3% | +87.6% | +26.0% |
| 3M | +14.7% | -73.3% | +88.1% | +13.2% |
| 6M | +31.9% | -65.9% | +97.9% | +31.6% |
| YTD | +2.2% | -63.9% | +66.1% | +3.8% |
| 1Y | +14.1% | -74.1% | +88.2% | +18.3% |
| All | +14.1% | -73.6% | +87.7% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling