+15.5%
GEHC vs AR
+18.0%
-2.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -2.0% | +14.8% | -16.8% | -3.7% |
| 3M | +8.0% | +6.2% | +1.7% | +7.0% |
| 6M | -12.8% | +4.3% | -17.1% | -13.8% |
| YTD | -15.9% | +14.4% | -30.3% | -18.3% |
| 1Y | -6.9% | +21.3% | -28.3% | -10.8% |
| 3Y | 0.0% | +39.8% | -39.8% | -6.6% |
| All | +15.5% | +18.0% | -2.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling