+2.3%
GEHC vs APD
+9.1%
-6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -4.0% | -2.2% | -1.8% | -3.3% |
| 30D | -2.0% | +2.1% | -4.1% | -2.7% |
| 3M | +8.0% | +7.2% | +0.8% | +5.2% |
| 6M | -12.8% | +11.2% | -24.0% | -16.5% |
| YTD | -15.9% | +24.4% | -40.3% | -23.1% |
| 1Y | -6.9% | +6.7% | -13.6% | -9.7% |
| All | +2.3% | +9.1% | -6.8% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling