+40.3%
GEHC vs ALM
+689.9%
-649.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | -0.3% |
| 7D | +3.7% | -6.3% | +10.0% | +3.9% |
| 30D | +27.3% | -31.4% | +58.7% | +28.5% |
| 3M | +14.7% | -40.6% | +55.3% | +16.1% |
| 6M | +31.9% | -58.6% | +90.6% | +34.7% |
| YTD | +2.2% | -7.6% | +9.8% | +0.7% |
| 1Y | +14.1% | +13.8% | +0.2% | +11.2% |
| 3Y | +21.0% | +842.1% | -821.2% | +4.5% |
| All | +40.3% | +689.9% | -649.6% | +21.6% |
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