-34.5%
DOW vs GEHC
+2.8%
-37.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.5% |
| 7D | -2.9% | -5.2% | +2.3% | -1.1% |
| 30D | +2.0% | -7.0% | +8.9% | +4.5% |
| 3M | -12.5% | +3.3% | -15.8% | -14.2% |
| 6M | -9.2% | -10.0% | +0.8% | -7.2% |
| YTD | +30.8% | -18.5% | +49.2% | +40.5% |
| 1Y | +29.4% | -14.4% | +43.8% | +35.4% |
| All | -34.5% | +2.8% | -37.3% | -37.9% |
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