+12.0%
GEHC vs ALM
+1,755.4%
-1,743.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -3.3% |
| 7D | -5.2% | +8.4% | -13.6% | -5.4% |
| 30D | -7.0% | +34.8% | -41.8% | -7.8% |
| 3M | +3.3% | +16.2% | -12.9% | +2.7% |
| 6M | -10.0% | +2.1% | -12.1% | -10.5% |
| YTD | -18.5% | +117.0% | -135.5% | -21.4% |
| 1Y | -14.4% | +313.9% | -328.3% | -20.3% |
| 3Y | +3.4% | +2,327.9% | -2,324.5% | -13.0% |
| All | +12.0% | +1,755.4% | -1,743.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling