+216.1%
C vs GEHC
+18.3%
+197.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +4.7% | -2.3% | +7.0% | +5.4% |
| 30D | +0.2% | +19.0% | -18.9% | -5.0% |
| 3M | -9.3% | +13.3% | -22.6% | -12.8% |
| 6M | -0.8% | +31.5% | -32.4% | -9.8% |
| YTD | +8.5% | 0.0% | +8.5% | +8.0% |
| 1Y | +23.1% | +9.4% | +13.7% | +18.3% |
| All | +216.1% | +18.3% | +197.9% | +195.9% |
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