+116.9%
BAC vs GEHC
+10.0%
+106.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.1% | -4.0% | +5.1% | +2.1% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | +16.9% | +8.0% | +8.9% | +14.0% |
| 6M | +26.6% | -12.8% | +39.4% | +30.2% |
| YTD | +15.8% | -15.9% | +31.7% | +20.1% |
| 1Y | +27.2% | -6.9% | +34.1% | +27.6% |
| 3Y | +132.4% | 0.0% | +132.5% | +124.0% |
| All | +116.9% | +10.0% | +106.9% | +105.7% |
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