+9.3%
GEHC vs AG
+146.1%
-136.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -10.7% | +12.5% | -23.1% | -11.6% |
| 3M | -1.2% | +28.2% | -29.4% | -3.8% |
| 6M | -13.7% | -18.8% | +5.1% | -12.8% |
| YTD | -20.4% | +27.4% | -47.8% | -23.7% |
| 1Y | -17.0% | +132.2% | -149.2% | -25.9% |
| 3Y | +0.9% | +286.9% | -285.9% | -17.5% |
| All | +9.3% | +146.1% | -136.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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