+39.3%
GEHC vs AGI
+201.6%
-162.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.8% | -10.1% | +10.9% | +2.2% |
| 30D | +21.3% | -6.5% | +27.9% | +22.0% |
| 3M | +12.6% | -12.8% | +25.4% | +14.0% |
| 6M | +34.3% | -34.3% | +68.6% | +41.0% |
| YTD | +1.4% | -25.6% | +27.0% | +3.9% |
| 1Y | +12.5% | -14.2% | +26.7% | +12.6% |
| 3Y | +19.2% | +127.3% | -108.1% | -2.2% |
| All | +39.3% | +201.6% | -162.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling