+16.5%
GEHC vs ALB
-16.8%
+33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +7.6% | +9.1% | -1.5% | +6.1% |
| 30D | +27.5% | -3.4% | +30.9% | +28.0% |
| 3M | +17.2% | -20.6% | +37.8% | +21.3% |
| 6M | +33.6% | -48.2% | +81.8% | +48.0% |
| YTD | +0.6% | -29.2% | +29.9% | +3.4% |
| 1Y | +11.3% | +10.0% | +1.3% | +4.0% |
| 3Y | +16.5% | -12.9% | +29.4% | +2.4% |
| All | +16.5% | -16.8% | +33.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling