+87.2%
ABNB vs GEHC
+4.1%
+83.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.9% |
| 7D | -7.4% | -7.6% | +0.2% | -4.5% |
| 30D | -8.2% | -10.7% | +2.5% | -4.0% |
| 3M | +29.1% | -1.2% | +30.4% | +29.3% |
| 6M | +26.6% | -13.7% | +40.3% | +33.0% |
| YTD | +25.0% | -20.4% | +45.4% | +35.5% |
| 1Y | +37.0% | -17.0% | +54.1% | +45.4% |
| 3Y | +16.3% | +0.9% | +15.4% | +10.1% |
| All | +87.2% | +4.1% | +83.1% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling