+12.0%
GEHC vs AG
+141.1%
-129.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -5.2% | +4.5% | -9.7% | -5.5% |
| 30D | -7.0% | +12.9% | -19.8% | -8.0% |
| 3M | +3.3% | +20.9% | -17.6% | +1.1% |
| 6M | -10.0% | -19.5% | +9.5% | -9.0% |
| YTD | -18.5% | +24.8% | -43.3% | -21.6% |
| 1Y | -14.4% | +120.2% | -134.6% | -23.2% |
| 3Y | +3.4% | +279.0% | -275.6% | -15.3% |
| All | +12.0% | +141.1% | -129.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling