+38.6%
GEHC vs AVTR
-24.6%
+63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -3.7% | +0.5% | -4.3% | -3.9% |
| 30D | +22.0% | +1.5% | +20.5% | +21.2% |
| 3M | +13.6% | +14.2% | -0.6% | +9.1% |
| 6M | +34.0% | +97.4% | -63.3% | +11.0% |
| YTD | +0.9% | +37.3% | -36.4% | -8.7% |
| 1Y | +12.7% | +36.8% | -24.0% | +1.9% |
| 3Y | +19.4% | -15.2% | +34.7% | +16.5% |
| All | +38.6% | -24.6% | +63.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling