+211.9%
C vs GEHC
+33.6%
+178.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.4% | +3.7% | -4.1% | -1.4% |
| 30D | -5.2% | +27.3% | -32.5% | -11.5% |
| 3M | -9.1% | +14.7% | -23.8% | -12.7% |
| 6M | -1.6% | +31.9% | -33.5% | -10.0% |
| YTD | +6.9% | +2.2% | +4.8% | +5.5% |
| 1Y | +23.0% | +14.1% | +8.9% | +16.8% |
| 3Y | +216.1% | +21.0% | +195.2% | +191.3% |
| All | +211.9% | +33.6% | +178.3% | +179.8% |
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