+9.3%
GEHC vs APTV
-53.3%
+62.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.6% |
| 7D | -7.6% | -1.2% | -6.5% | -7.4% |
| 30D | -10.7% | -10.6% | 0.0% | -7.9% |
| 3M | -1.2% | -35.0% | +33.8% | +11.0% |
| 6M | -13.7% | -38.9% | +25.2% | -2.3% |
| YTD | -20.4% | -41.5% | +21.1% | -9.1% |
| 1Y | -17.0% | -45.8% | +28.8% | -2.9% |
| 3Y | +0.9% | -55.7% | +56.6% | +18.4% |
| All | +9.3% | -53.3% | +62.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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