+15.5%
GEHC vs AIG
+33.5%
-18.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.0% | -0.9% | -3.1% | -3.7% |
| 30D | -2.0% | -4.9% | +2.9% | -0.4% |
| 3M | +8.0% | +4.5% | +3.5% | +6.1% |
| 6M | -12.8% | -1.4% | -11.3% | -12.7% |
| YTD | -15.9% | -9.8% | -6.1% | -13.6% |
| 1Y | -6.9% | -4.5% | -2.4% | -6.5% |
| 3Y | 0.0% | +37.4% | -37.5% | -6.3% |
| All | +15.5% | +33.5% | -18.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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