+15.5%
GEHC vs APTV
-49.7%
+65.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.1% |
| 7D | -4.0% | +4.8% | -8.8% | -5.3% |
| 30D | -2.0% | +2.0% | -4.0% | -2.7% |
| 3M | +8.0% | -34.2% | +42.2% | +20.9% |
| 6M | -12.8% | -34.7% | +21.9% | -3.0% |
| YTD | -15.9% | -37.0% | +21.1% | -6.0% |
| 1Y | -6.9% | -40.4% | +33.5% | +5.9% |
| 3Y | 0.0% | -54.1% | +54.1% | +16.2% |
| All | +15.5% | -49.7% | +65.2% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling