+37.3%
GEHC vs AVTR
-25.1%
+62.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | +3.2% | -5.5% | -3.1% |
| 30D | +19.0% | +0.5% | +18.6% | +18.6% |
| 3M | +13.3% | +12.1% | +1.2% | +9.3% |
| 6M | +31.5% | +91.2% | -59.7% | +9.9% |
| YTD | 0.0% | +36.3% | -36.3% | -9.4% |
| 1Y | +9.4% | +35.2% | -25.9% | -0.9% |
| 3Y | +18.3% | -15.8% | +34.2% | +15.7% |
| All | +37.3% | -25.1% | +62.4% | +30.0% |
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