+9.3%
GEHC vs ALB
-45.0%
+54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.9% |
| 7D | -7.6% | -8.6% | +1.0% | -6.3% |
| 30D | -10.7% | -4.0% | -6.6% | -10.2% |
| 3M | -1.2% | -17.4% | +16.2% | +1.4% |
| 6M | -13.7% | -25.4% | +11.6% | -10.7% |
| YTD | -20.4% | -10.5% | -9.9% | -21.0% |
| 1Y | -17.0% | +75.8% | -92.9% | -28.7% |
| 3Y | +0.9% | -28.5% | +29.5% | -6.6% |
| All | +9.3% | -45.0% | +54.3% | -2.6% |
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