+1,659.2%
BE vs GEHC
+22.7%
+1,636.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -13.4% | +3.7% | -17.1% | -13.9% |
| 30D | -33.9% | +27.3% | -61.2% | -36.8% |
| 3M | -12.0% | +14.7% | -26.7% | -14.2% |
| 6M | -29.0% | +31.9% | -60.9% | -34.0% |
| YTD | +113.4% | +2.2% | +111.2% | +117.6% |
| 1Y | +33.2% | +14.1% | +19.1% | +28.0% |
| 3Y | +1,659.2% | +21.0% | +1,638.2% | +1,433.0% |
| All | +1,659.2% | +22.7% | +1,636.5% | +1,433.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling