-6.7%
BA vs GEHC
+32.6%
-39.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -7.1% | +21.3% | -28.4% | -12.1% |
| 3M | -25.5% | +12.6% | -38.1% | -28.1% |
| 6M | -28.7% | +34.3% | -63.0% | -35.0% |
| YTD | -21.0% | +1.4% | -22.4% | -22.2% |
| 1Y | -11.9% | +12.5% | -24.3% | -16.3% |
| 3Y | -16.2% | +19.2% | -35.4% | -22.0% |
| All | -6.7% | +32.6% | -39.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling