+37.3%
GEHC vs ALLE
+85.6%
-48.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.3% | +1.6% | -3.8% | -3.0% |
| 30D | +19.0% | +24.1% | -5.1% | +7.9% |
| 3M | +13.3% | +14.8% | -1.5% | +6.2% |
| 6M | +31.5% | +45.9% | -14.3% | +9.6% |
| YTD | 0.0% | +20.7% | -20.8% | -9.7% |
| 1Y | +9.4% | +14.2% | -4.8% | +1.5% |
| 3Y | +18.3% | +90.7% | -72.3% | -12.7% |
| All | +37.3% | +85.6% | -48.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling