+7.2%
GEHC vs AVTR
-29.0%
+36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -7.2% | -1.1% | -6.1% | -6.9% |
| 30D | -11.6% | +6.3% | -17.9% | -13.1% |
| 3M | -0.8% | +53.3% | -54.2% | -11.7% |
| 6M | -11.9% | +78.6% | -90.6% | -24.9% |
| YTD | -21.9% | +29.2% | -51.2% | -28.0% |
| 1Y | -17.8% | +13.8% | -31.7% | -23.0% |
| 3Y | -3.5% | -27.4% | +23.9% | -2.2% |
| All | +7.2% | -29.0% | +36.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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