-20.2%
DOW vs GEHC
+20.0%
-40.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.8% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +13.2% | +21.3% | -8.1% | +5.5% |
| 3M | +10.1% | +12.6% | -2.5% | +5.2% |
| 6M | -13.1% | +34.3% | -47.4% | -22.7% |
| YTD | +46.1% | +1.4% | +44.7% | +45.2% |
| 1Y | +50.0% | +12.5% | +37.6% | +40.9% |
| 3Y | -20.2% | +19.2% | -39.5% | -29.1% |
| All | -20.2% | +20.0% | -40.2% | -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 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