-27.6%
DOW vs GEHC
+2.1%
-29.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.4% | -7.2% | +5.8% | +0.9% |
| 30D | -3.9% | -11.6% | +7.6% | -0.2% |
| 3M | -12.7% | -0.8% | -11.8% | -12.9% |
| 6M | -13.7% | -11.9% | -1.8% | -11.7% |
| YTD | +28.4% | -21.9% | +50.3% | +38.3% |
| 1Y | +21.8% | -17.8% | +39.6% | +28.2% |
| 3Y | -35.7% | -3.5% | -32.2% | -36.5% |
| All | -27.6% | +2.1% | -29.6% | -29.1% |
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 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