+188.3%
B vs GEHC
+6.6%
+181.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.9% |
| 7D | +2.3% | -5.2% | +7.5% | +3.2% |
| 30D | +1.4% | -7.0% | +8.3% | +2.6% |
| 3M | +12.2% | +3.3% | +8.9% | +11.2% |
| 6M | -2.1% | -10.0% | +7.9% | -0.6% |
| YTD | +2.9% | -18.5% | +21.4% | +6.2% |
| 1Y | +55.3% | -14.4% | +69.7% | +58.6% |
| 3Y | +198.7% | +3.4% | +195.3% | +198.0% |
| All | +188.3% | +6.6% | +181.7% | +175.3% |
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