+16.3%
BABA vs GEHC
+32.6%
-16.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -13.8% | +0.8% | -14.5% | -14.0% |
| 30D | -15.1% | +21.3% | -36.4% | -19.8% |
| 3M | -22.7% | +12.6% | -35.3% | -25.5% |
| 6M | -34.7% | +34.3% | -69.0% | -40.5% |
| YTD | -35.0% | +1.4% | -36.4% | -35.9% |
| 1Y | -40.4% | +12.5% | -52.9% | -43.3% |
| 3Y | +21.9% | +19.2% | +2.7% | +12.0% |
| All | +16.3% | +32.6% | -16.3% | +0.5% |
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