+120.7%
BKR vs GEHC
+2.1%
+118.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -7.0% | -7.2% | +0.2% | -5.4% |
| 30D | -8.1% | -11.6% | +3.4% | -5.6% |
| 3M | -6.6% | -0.8% | -5.8% | -7.0% |
| 6M | +0.9% | -11.9% | +12.8% | +3.0% |
| YTD | +31.1% | -21.9% | +53.0% | +38.2% |
| 1Y | +27.7% | -17.8% | +45.5% | +32.4% |
| 3Y | +71.2% | -3.5% | +74.8% | +69.4% |
| All | +120.7% | +2.1% | +118.6% | +126.2% |
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