+41.0%
GEHC vs ALLE
+86.0%
-45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.8% |
| 7D | +5.6% | -0.6% | +6.3% | +6.0% |
| 30D | +27.9% | +26.6% | +1.3% | +14.8% |
| 3M | +17.1% | +13.2% | +4.0% | +10.5% |
| 6M | +32.5% | +42.9% | -10.3% | +11.5% |
| YTD | +2.7% | +21.0% | -18.4% | -7.4% |
| 1Y | +15.3% | +15.2% | +0.1% | +6.5% |
| 3Y | +23.7% | +95.6% | -71.9% | -9.6% |
| All | +41.0% | +86.0% | -45.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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