-6.2%
BA vs GEHC
+34.3%
-40.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | -1.7% | +5.6% | -7.4% | -3.2% |
| 30D | -9.5% | +27.9% | -37.3% | -15.5% |
| 3M | -26.5% | +17.1% | -43.6% | -29.8% |
| 6M | -27.4% | +32.5% | -59.9% | -33.5% |
| YTD | -20.6% | +2.7% | -23.3% | -22.0% |
| 1Y | -11.4% | +15.3% | -26.7% | -16.5% |
| 3Y | -10.8% | +23.7% | -34.5% | -17.6% |
| All | -6.2% | +34.3% | -40.4% | -15.1% |
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 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