+165.2%
B vs GEHC
+31.6%
+133.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | +9.6% | +7.6% | +2.0% | +8.3% |
| 30D | +3.5% | +27.5% | -23.9% | -0.7% |
| 3M | -1.6% | +17.2% | -18.8% | -4.3% |
| 6M | -1.7% | +33.6% | -35.3% | -6.9% |
| YTD | -5.3% | +0.6% | -6.0% | -5.8% |
| 1Y | +27.2% | +11.3% | +15.9% | +24.3% |
| 3Y | +166.1% | +16.5% | +149.6% | +158.0% |
| All | +165.2% | +31.6% | +133.6% | +144.1% |
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 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