+246.9%
C vs GEHC
+6.6%
+240.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | +3.2% | -5.2% | +8.3% | +4.7% |
| 30D | +1.3% | -7.0% | +8.2% | +3.3% |
| 3M | +3.1% | +3.3% | -0.2% | +1.3% |
| 6M | +29.6% | -10.0% | +39.6% | +32.5% |
| YTD | +19.0% | -18.5% | +37.4% | +25.2% |
| 1Y | +45.6% | -14.4% | +60.1% | +50.4% |
| 3Y | +269.3% | +3.4% | +265.8% | +258.0% |
| All | +246.9% | +6.6% | +240.3% | +232.1% |
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