+12.0%
GEHC vs APD
+2.5%
+9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -5.2% | -2.5% | -2.7% | -4.4% |
| 30D | -7.0% | -1.9% | -5.1% | -6.4% |
| 3M | +3.3% | +8.2% | -4.9% | +0.4% |
| 6M | -10.0% | +10.7% | -20.7% | -13.6% |
| YTD | -18.5% | +22.9% | -41.4% | -24.8% |
| 1Y | -14.4% | +5.8% | -20.2% | -16.7% |
| 3Y | +3.4% | +7.8% | -4.3% | -1.0% |
| All | +12.0% | +2.5% | +9.5% | +6.3% |
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