+7.7%
GEHC vs AGI
+276.0%
-268.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -7.9% | -5.3% | -2.6% | -7.2% |
| 30D | -11.7% | +6.8% | -18.4% | -12.5% |
| 3M | +0.8% | +8.3% | -7.5% | -0.6% |
| 6M | -11.6% | -29.2% | +17.7% | -7.8% |
| YTD | -21.6% | -7.3% | -14.3% | -21.6% |
| 1Y | -15.3% | +8.0% | -23.3% | -17.7% |
| 3Y | -0.5% | +206.6% | -207.1% | -21.4% |
| All | +7.7% | +276.0% | -268.3% | -23.1% |
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