+65.9%
BLK vs GEHC
-1.6%
+67.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.3% | -7.2% | +3.9% | -1.0% |
| 30D | -6.5% | -11.6% | +5.0% | -2.8% |
| 3M | +6.7% | -0.8% | +7.6% | +6.3% |
| 6M | +14.7% | -11.9% | +26.6% | +18.5% |
| YTD | +2.5% | -21.9% | +24.5% | +10.2% |
| 1Y | -2.8% | -17.8% | +15.1% | +2.4% |
| 3Y | +65.9% | -3.5% | +69.4% | +59.6% |
| All | +65.9% | -1.6% | +67.5% | +59.6% |
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