+9.3%
GEHC vs ATI
+596.6%
-587.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.6% | +2.4% | -10.0% | -8.0% |
| 30D | -10.7% | -9.5% | -1.2% | -9.2% |
| 3M | -1.2% | +10.4% | -11.6% | -3.8% |
| 6M | -13.7% | +31.8% | -45.5% | -19.4% |
| YTD | -20.4% | +80.0% | -100.4% | -30.0% |
| 1Y | -17.0% | +175.8% | -192.9% | -33.1% |
| 3Y | +0.9% | +364.2% | -363.3% | -29.8% |
| All | +9.3% | +596.6% | -587.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling