+216.0%
C vs GEHC
+20.0%
+196.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.5% |
| 7D | +4.2% | +0.8% | +3.4% | +3.9% |
| 30D | +2.0% | +21.3% | -19.3% | -3.8% |
| 3M | -10.1% | +12.6% | -22.7% | -13.4% |
| 6M | +1.0% | +34.3% | -33.3% | -8.8% |
| YTD | +8.5% | +1.4% | +7.0% | +7.5% |
| 1Y | +25.7% | +12.5% | +13.3% | +19.6% |
| 3Y | +216.0% | +19.2% | +196.8% | +194.6% |
| All | +216.0% | +20.0% | +196.0% | +194.6% |
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