+14.7%
BA vs GEHC
+6.6%
+8.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | +2.5% | -5.2% | +7.6% | +4.0% |
| 30D | -10.1% | -7.0% | -3.1% | -8.3% |
| 3M | -2.4% | +3.3% | -5.7% | -3.9% |
| 6M | -8.8% | -10.0% | +1.2% | -6.7% |
| YTD | -2.9% | -18.5% | +15.5% | +1.8% |
| 1Y | -8.8% | -14.4% | +5.6% | -6.1% |
| 3Y | -0.3% | +3.4% | -3.7% | -2.3% |
| All | +14.7% | +6.6% | +8.1% | +10.8% |
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