+192.6%
B vs GEHC
+10.0%
+182.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | +9.4% | -2.0% | +11.4% | +9.8% |
| 3M | +5.0% | +8.0% | -3.0% | +3.3% |
| 6M | -3.5% | -12.8% | +9.2% | -1.5% |
| YTD | +4.5% | -15.9% | +20.4% | +7.2% |
| 1Y | +67.8% | -6.9% | +74.7% | +68.9% |
| 3Y | +196.7% | 0.0% | +196.7% | +196.3% |
| All | +192.6% | +10.0% | +182.6% | +177.9% |
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