-7.0%
GEHC vs AS
+120.4%
-127.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.0% |
| 7D | -4.0% | -4.9% | +0.9% | -3.0% |
| 30D | -2.0% | -19.6% | +17.6% | +2.6% |
| 3M | +8.0% | -14.4% | +22.4% | +11.3% |
| 6M | -12.8% | -20.1% | +7.4% | -9.1% |
| YTD | -15.9% | -20.9% | +5.0% | -12.4% |
| 1Y | -6.9% | -21.9% | +14.9% | -3.2% |
| All | -7.0% | +120.4% | -127.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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