+41.0%
GEHC vs ALC
+9.4%
+31.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +5.6% | +2.1% | +3.6% | +4.4% |
| 30D | +27.9% | +17.2% | +10.7% | +17.0% |
| 3M | +17.1% | +4.6% | +12.5% | +14.1% |
| 6M | +32.5% | +20.1% | +12.4% | +19.9% |
| YTD | +2.7% | -4.2% | +6.8% | +4.5% |
| 1Y | +15.3% | +2.1% | +13.2% | +13.5% |
| 3Y | +23.7% | +4.5% | +19.2% | +19.7% |
| All | +41.0% | +9.4% | +31.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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