+39.3%
GEHC vs ATI
+517.5%
-478.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.2% | +2.0% |
| 7D | +0.8% | +4.2% | -3.4% | +0.1% |
| 30D | +21.3% | -2.5% | +23.8% | +21.4% |
| 3M | +12.6% | -19.4% | +32.0% | +16.2% |
| 6M | +34.3% | +11.1% | +23.2% | +29.3% |
| YTD | +1.4% | +59.5% | -58.1% | -9.3% |
| 1Y | +12.5% | +85.8% | -73.3% | -2.5% |
| 3Y | +19.2% | +311.9% | -292.7% | -15.8% |
| All | +39.3% | +517.5% | -478.2% | -14.8% |
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