+249.4%
C vs GEHC
+10.0%
+239.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +3.6% | -4.0% | +7.6% | +4.8% |
| 30D | +0.1% | -2.0% | +2.0% | +0.5% |
| 3M | +2.4% | +8.0% | -5.6% | -0.7% |
| 6M | +24.9% | -12.8% | +37.7% | +29.2% |
| YTD | +19.8% | -15.9% | +35.7% | +25.0% |
| 1Y | +44.9% | -6.9% | +51.8% | +45.6% |
| 3Y | +263.0% | 0.0% | +263.0% | +253.1% |
| All | +249.4% | +10.0% | +239.5% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling