+98.6%
BX vs GEHC
+10.0%
+88.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -4.4% | -4.0% | -0.4% | -2.8% |
| 30D | +0.1% | -2.0% | +2.1% | +1.0% |
| 3M | +16.0% | +8.0% | +8.0% | +11.5% |
| 6M | +21.6% | -12.8% | +34.4% | +27.4% |
| YTD | -8.9% | -15.9% | +7.0% | -3.3% |
| 1Y | -16.6% | -6.9% | -9.7% | -15.8% |
| 3Y | +43.3% | 0.0% | +43.4% | +37.2% |
| All | +98.6% | +10.0% | +88.7% | +82.7% |
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 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