+143.5%
AAPL vs GEHC
+2.6%
+140.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.0% |
| 7D | -0.5% | -7.9% | +7.4% | +1.7% |
| 30D | +7.1% | -11.7% | +18.8% | +10.8% |
| 3M | +12.1% | +0.8% | +11.3% | +11.3% |
| 6M | +25.4% | -11.6% | +37.0% | +28.7% |
| YTD | +20.5% | -21.6% | +42.0% | +28.0% |
| 1Y | +44.5% | -15.3% | +59.8% | +49.1% |
| 3Y | +85.8% | -0.5% | +86.3% | +80.3% |
| All | +143.5% | +2.6% | +140.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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