+39.6%
BABA vs GEHC
+10.0%
+29.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -4.8% | -4.0% | -0.8% | -3.7% |
| 30D | -11.9% | -2.0% | -9.9% | -11.5% |
| 3M | -9.3% | +8.0% | -17.2% | -11.8% |
| 6M | -14.2% | -12.8% | -1.5% | -11.4% |
| YTD | -22.0% | -15.9% | -6.1% | -18.7% |
| 1Y | -12.7% | -6.9% | -5.8% | -12.0% |
| 3Y | +26.7% | 0.0% | +26.7% | +22.6% |
| All | +39.6% | +10.0% | +29.6% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling