+33.6%
GEHC vs AG
-25.7%
+59.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | +7.6% | +6.3% | +1.3% | +7.5% |
| 30D | +27.5% | -8.9% | +36.4% | +27.1% |
| 3M | +17.2% | -12.2% | +29.4% | +17.5% |
| 6M | +33.6% | -28.3% | +61.9% | +35.0% |
| All | +33.6% | -25.7% | +59.3% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling