+56.8%
ABNB vs GEHC
+20.0%
+36.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +11.8% | +21.3% | -9.5% | +3.7% |
| 3M | +0.9% | +12.6% | -11.7% | -3.8% |
| 6M | +40.5% | +34.3% | +6.2% | +24.5% |
| YTD | +37.6% | +1.4% | +36.2% | +35.7% |
| 1Y | +54.1% | +12.5% | +41.7% | +45.5% |
| 3Y | +56.8% | +19.2% | +37.5% | +39.1% |
| All | +56.8% | +20.0% | +36.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling