+9.3%
GEHC vs ALM
+1,678.7%
-1,669.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.3% |
| 7D | -7.6% | +3.6% | -11.3% | -7.7% |
| 30D | -10.7% | +33.8% | -44.4% | -11.4% |
| 3M | -1.2% | +14.8% | -16.0% | -1.8% |
| 6M | -13.7% | -7.0% | -6.8% | -14.0% |
| YTD | -20.4% | +108.1% | -128.5% | -23.2% |
| 1Y | -17.0% | +313.8% | -330.8% | -22.8% |
| 3Y | +0.9% | +2,227.6% | -2,226.7% | -15.0% |
| All | +9.3% | +1,678.7% | -1,669.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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