+15.5%
GEHC vs AG
+143.7%
-128.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.1% |
| 7D | -4.0% | +1.0% | -5.0% | -4.1% |
| 30D | -2.0% | +19.2% | -21.1% | -3.5% |
| 3M | +8.0% | +6.2% | +1.8% | +6.9% |
| 6M | -12.8% | -26.7% | +13.9% | -11.0% |
| YTD | -15.9% | +26.1% | -42.0% | -19.3% |
| 1Y | -6.9% | +131.7% | -138.6% | -16.9% |
| 3Y | 0.0% | +255.3% | -255.4% | -18.0% |
| All | +15.5% | +143.7% | -128.2% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling