+270.6%
C vs GEHC
+1.7%
+269.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.6% | -4.0% | +7.6% | +4.9% |
| 30D | +0.1% | -2.0% | +2.0% | +0.6% |
| 3M | +2.4% | +8.0% | -5.6% | -1.0% |
| 6M | +24.9% | -12.8% | +37.7% | +29.8% |
| YTD | +19.8% | -15.9% | +35.7% | +25.7% |
| 1Y | +44.9% | -6.9% | +51.8% | +45.6% |
| All | +270.6% | +1.7% | +269.0% | +252.1% |
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 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