-14.4%
GEHC vs AR
+17.5%
-31.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.1% |
| 7D | -5.2% | -1.8% | -3.3% | -5.2% |
| 30D | -7.0% | +12.6% | -19.5% | -6.6% |
| 3M | +3.3% | +10.0% | -6.7% | +3.5% |
| 6M | -10.0% | +0.6% | -10.6% | -10.5% |
| YTD | -18.5% | +13.4% | -31.9% | -19.3% |
| 1Y | -14.4% | +21.7% | -36.1% | -15.2% |
| All | -14.4% | +17.5% | -31.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling