+15.5%
GEHC vs ALC
+2.6%
+12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -4.0% | -2.1% | -1.9% | -2.9% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +8.0% | +5.9% | +2.1% | +4.7% |
| 6M | -12.8% | -15.9% | +3.2% | -4.6% |
| YTD | -15.9% | -10.1% | -5.8% | -11.3% |
| 1Y | -6.9% | -10.2% | +3.3% | -1.8% |
| 3Y | 0.0% | -13.6% | +13.5% | +5.9% |
| All | +15.5% | +2.6% | +12.8% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling