+12.0%
GEHC vs AUR
+442.5%
-430.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.3% |
| 7D | -5.2% | +19.2% | -24.4% | -7.0% |
| 30D | -7.0% | -7.8% | +0.8% | -6.4% |
| 3M | +3.3% | +4.0% | -0.7% | +2.2% |
| 6M | -10.0% | +45.0% | -55.0% | -15.1% |
| YTD | -18.5% | +69.5% | -88.0% | -24.7% |
| 1Y | -14.4% | +13.0% | -27.4% | -17.6% |
| 3Y | +3.4% | +90.4% | -86.9% | -10.2% |
| All | +12.0% | +442.5% | -430.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling