+37.3%
GEHC vs ALLY
+74.6%
-37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | -2.1% | -0.1% | -1.7% |
| 30D | +19.0% | +2.0% | +17.0% | +18.3% |
| 3M | +13.3% | -13.3% | +26.6% | +18.1% |
| 6M | +31.5% | -9.9% | +41.4% | +35.2% |
| YTD | 0.0% | -13.5% | +13.5% | +3.8% |
| 1Y | +9.4% | -2.8% | +12.2% | +9.9% |
| 3Y | +18.3% | +63.4% | -45.1% | +6.1% |
| All | +37.3% | +74.6% | -37.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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