+38.2%
GEHC vs APD
+4.9%
+33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +7.6% | -3.7% | +11.3% | +9.0% |
| 30D | +27.5% | +9.6% | +17.8% | +23.7% |
| 3M | +17.2% | +1.6% | +15.6% | +16.6% |
| 6M | +33.6% | +2.2% | +31.4% | +32.4% |
| YTD | +0.6% | +25.9% | -25.2% | -7.9% |
| 1Y | +11.3% | +20.1% | -8.8% | +3.4% |
| 3Y | +16.5% | +12.4% | +4.1% | +10.2% |
| All | +38.2% | +4.9% | +33.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling