+35.4%
BX vs GEHC
+20.0%
+15.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +14.2% | +21.3% | -7.1% | +5.4% |
| 3M | -18.7% | +12.6% | -31.3% | -22.7% |
| 6M | +2.5% | +34.3% | -31.8% | -10.4% |
| YTD | -18.8% | +1.4% | -20.2% | -19.9% |
| 1Y | -10.3% | +12.5% | -22.8% | -16.0% |
| 3Y | +35.4% | +19.2% | +16.2% | +19.7% |
| All | +35.4% | +20.0% | +15.4% | +19.7% |
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