+100.8%
ABNB vs GEHC
+10.0%
+90.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -4.0% | -4.0% | 0.0% | -2.4% |
| 30D | +19.3% | -2.0% | +21.3% | +20.4% |
| 3M | +36.1% | +8.0% | +28.1% | +31.4% |
| 6M | +34.2% | -12.8% | +47.0% | +40.5% |
| YTD | +34.1% | -15.9% | +50.0% | +42.1% |
| 1Y | +45.1% | -6.9% | +52.0% | +46.8% |
| 3Y | +37.1% | 0.0% | +37.2% | +29.7% |
| All | +100.8% | +10.0% | +90.8% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling