+40.3%
GEHC vs ATI
+516.3%
-475.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | +27.3% | -4.8% | +32.1% | +28.0% |
| 3M | +14.7% | -19.9% | +34.7% | +18.6% |
| 6M | +31.9% | +15.4% | +16.6% | +26.0% |
| YTD | +2.2% | +59.2% | -57.0% | -8.6% |
| 1Y | +14.1% | +86.3% | -72.2% | -1.1% |
| 3Y | +21.0% | +318.2% | -297.3% | -14.8% |
| All | +40.3% | +516.3% | -475.9% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling