-1.7%
GEHC vs AGI
+214.4%
-216.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -7.6% | +2.2% | -9.9% | -7.9% |
| 30D | -10.7% | +11.3% | -21.9% | -11.9% |
| 3M | -1.2% | +5.6% | -6.9% | -2.1% |
| 6M | -13.7% | -27.7% | +13.9% | -10.4% |
| YTD | -20.4% | -4.1% | -16.3% | -20.7% |
| 1Y | -17.0% | +13.8% | -30.8% | -19.9% |
| All | -1.7% | +214.4% | -216.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling