-5.6%
BA vs GEHC
+33.6%
-39.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | 0.0% | +3.7% | -3.7% | -1.0% |
| 30D | -8.9% | +27.3% | -36.2% | -15.0% |
| 3M | -25.5% | +14.7% | -40.3% | -28.4% |
| 6M | -27.0% | +31.9% | -58.9% | -33.0% |
| YTD | -20.1% | +2.2% | -22.3% | -21.5% |
| 1Y | -11.0% | +14.1% | -25.1% | -15.8% |
| 3Y | -11.8% | +21.0% | -32.8% | -18.2% |
| All | -5.6% | +33.6% | -39.3% | -14.6% |
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