+38.2%
GEHC vs ALC
+9.1%
+29.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | +7.6% | +4.9% | +2.7% | +4.8% |
| 30D | +27.5% | +19.0% | +8.5% | +15.7% |
| 3M | +17.2% | +7.8% | +9.5% | +12.3% |
| 6M | +33.6% | +14.6% | +19.0% | +23.8% |
| YTD | +0.6% | -4.4% | +5.1% | +2.6% |
| 1Y | +11.3% | +1.4% | +9.9% | +10.0% |
| 3Y | +16.5% | +2.5% | +14.0% | +13.8% |
| All | +38.2% | +9.1% | +29.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling