-10.1%
BA vs GEHC
+15.6%
-25.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.0% |
| 7D | +1.1% | +7.6% | -6.5% | -1.3% |
| 30D | -7.9% | +27.5% | -35.4% | -14.8% |
| 3M | -25.3% | +17.2% | -42.6% | -29.1% |
| 6M | -24.6% | +33.6% | -58.2% | -32.1% |
| YTD | -20.1% | +0.6% | -20.8% | -21.1% |
| 1Y | -11.8% | +11.3% | -23.0% | -16.5% |
| 3Y | -10.1% | +16.5% | -26.6% | -16.4% |
| All | -10.1% | +15.6% | -25.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling