+41.0%
GEHC vs ALB
-56.6%
+97.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +5.6% | +9.5% | -3.8% | +4.1% |
| 30D | +27.9% | -2.1% | +30.0% | +28.1% |
| 3M | +17.1% | -24.1% | +41.3% | +22.1% |
| 6M | +32.5% | -51.0% | +83.6% | +47.9% |
| YTD | +2.7% | -29.3% | +32.0% | +5.6% |
| 1Y | +15.3% | +3.2% | +12.1% | +9.9% |
| 3Y | +23.7% | -9.3% | +33.0% | +10.9% |
| All | +41.0% | -56.6% | +97.5% | +30.2% |
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