-6.6%
BA vs GEHC
+30.8%
-37.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | -8.0% | +19.0% | -27.0% | -12.5% |
| 3M | -25.8% | +13.3% | -39.1% | -28.5% |
| 6M | -27.6% | +31.5% | -59.1% | -33.6% |
| YTD | -21.0% | 0.0% | -21.0% | -21.9% |
| 1Y | -12.3% | +9.4% | -21.6% | -15.9% |
| 3Y | -12.8% | +18.3% | -31.1% | -18.6% |
| All | -6.6% | +30.8% | -37.4% | -14.9% |
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 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