-13.7%
GEHC vs AZO
-20.9%
+7.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | -10.7% | -5.1% | -5.5% | -8.8% |
| 3M | -1.2% | -7.2% | +6.0% | +1.4% |
| 6M | -13.7% | -20.7% | +7.0% | -6.5% |
| All | -13.7% | -20.9% | +7.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 6mo: compounded portfolio wealth divided by compounded AZO 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…
6mo analysis · Full analysis span regression · 6 months rolling