+1,050.4%
BE vs GEHC
+2.6%
+1,047.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | +9.7% | -7.9% | +17.6% | +12.2% |
| 30D | +22.4% | -11.7% | +34.1% | +26.5% |
| 3M | +10.4% | +0.8% | +9.5% | +7.4% |
| 6M | +67.9% | -11.6% | +79.4% | +70.8% |
| YTD | +197.5% | -21.6% | +219.1% | +219.1% |
| 1Y | +310.6% | -15.3% | +325.9% | +321.3% |
| 3Y | +1,657.2% | -0.5% | +1,657.7% | +1,458.6% |
| All | +1,050.4% | +2.6% | +1,047.8% | +873.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling