+37.3%
GEHC vs ALB
-58.5%
+95.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -2.3% | -3.6% | +1.3% | -1.7% |
| 30D | +19.0% | -2.9% | +21.9% | +19.4% |
| 3M | +13.3% | -25.8% | +39.1% | +18.4% |
| 6M | +31.5% | -53.6% | +85.1% | +48.1% |
| YTD | 0.0% | -32.4% | +32.4% | +3.6% |
| 1Y | +9.4% | -13.0% | +22.4% | +7.6% |
| 3Y | +18.3% | -15.0% | +33.3% | +7.2% |
| All | +37.3% | -58.5% | +95.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling