+12.0%
GEHC vs AGI
+283.8%
-271.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -5.2% | +4.4% | -9.6% | -5.7% |
| 30D | -7.0% | +10.0% | -16.9% | -8.2% |
| 3M | +3.3% | +1.7% | +1.6% | +2.8% |
| 6M | -10.0% | -26.8% | +16.8% | -6.6% |
| YTD | -18.5% | -5.3% | -13.1% | -18.7% |
| 1Y | -14.4% | +11.5% | -25.9% | -17.2% |
| 3Y | +3.4% | +212.9% | -209.5% | -18.5% |
| All | +12.0% | +283.8% | -271.9% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling