+5.0%
GEHC vs ALC
-13.4%
+18.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -4.0% | -2.1% | -1.9% | -2.8% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +8.0% | +5.9% | +2.1% | +4.5% |
| 6M | -12.8% | -15.9% | +3.2% | -4.2% |
| YTD | -15.9% | -10.1% | -5.8% | -11.0% |
| 1Y | -6.9% | -10.2% | +3.3% | -1.6% |
| All | +5.0% | -13.4% | +18.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling