+7.2%
GEHC vs AUR
+435.8%
-428.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -7.2% | +1.4% | -8.6% | -7.3% |
| 30D | -11.6% | -6.4% | -5.1% | -11.1% |
| 3M | -0.8% | +7.7% | -8.5% | -2.3% |
| 6M | -11.9% | +44.5% | -56.4% | -16.9% |
| YTD | -21.9% | +67.4% | -89.4% | -27.8% |
| 1Y | -17.8% | +15.4% | -33.3% | -21.1% |
| 3Y | -3.5% | +94.8% | -98.4% | -16.3% |
| All | +7.2% | +435.8% | -428.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling