+121.9%
BKR vs GEHC
+2.6%
+119.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.2% | -6.3% |
| 7D | -6.7% | -7.9% | +1.2% | -4.9% |
| 30D | -8.3% | -11.7% | +3.4% | -5.8% |
| 3M | -5.4% | +0.8% | -6.2% | -6.1% |
| 6M | +0.8% | -11.6% | +12.4% | +2.9% |
| YTD | +31.8% | -21.6% | +53.4% | +38.9% |
| 1Y | +28.6% | -15.3% | +43.9% | +32.2% |
| 3Y | +71.2% | -0.5% | +71.7% | +68.7% |
| All | +121.9% | +2.6% | +119.4% | +127.3% |
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