+37.3%
GEHC vs APD
+9.5%
+27.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.3% | +2.2% | -4.4% | -3.0% |
| 30D | +19.0% | +9.4% | +9.6% | +15.5% |
| 3M | +13.3% | +4.7% | +8.6% | +11.5% |
| 6M | +31.5% | +5.5% | +26.0% | +29.0% |
| YTD | 0.0% | +31.4% | -31.4% | -9.9% |
| 1Y | +9.4% | +24.1% | -14.7% | +0.5% |
| 3Y | +18.3% | +28.8% | -10.4% | +8.1% |
| All | +37.3% | +9.5% | +27.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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