-6.9%
GEHC vs AUR
+11.8%
-18.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.0% | +8.7% | -12.7% | -4.7% |
| 30D | -2.0% | -5.2% | +3.3% | -1.7% |
| 3M | +8.0% | -7.3% | +15.3% | +8.3% |
| 6M | -12.8% | +41.2% | -54.0% | -20.1% |
| YTD | -15.9% | +65.1% | -81.0% | -25.5% |
| 1Y | -6.9% | +13.4% | -20.3% | -10.8% |
| All | -6.9% | +11.8% | -18.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling