-1.7%
GEHC vs AVTR
-26.6%
+25.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.7% |
| 7D | -7.6% | +1.6% | -9.2% | -8.1% |
| 30D | -10.7% | +8.4% | -19.0% | -12.7% |
| 3M | -1.2% | +50.2% | -51.4% | -11.5% |
| 6M | -13.7% | +82.6% | -96.3% | -26.9% |
| YTD | -20.4% | +29.8% | -50.3% | -26.7% |
| 1Y | -17.0% | +16.0% | -33.0% | -22.7% |
| All | -1.7% | -26.6% | +25.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling