+41.2%
F vs GEHC
+6.6%
+34.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.3% |
| 7D | +1.2% | -5.2% | +6.3% | +2.8% |
| 30D | +1.2% | -7.0% | +8.2% | +3.5% |
| 3M | -5.7% | +3.3% | -9.0% | -6.9% |
| 6M | +17.9% | -10.0% | +27.9% | +20.9% |
| YTD | +10.4% | -18.5% | +28.9% | +16.8% |
| 1Y | +25.3% | -14.4% | +39.7% | +30.3% |
| 3Y | +37.5% | +3.4% | +34.0% | +31.0% |
| All | +41.2% | +6.6% | +34.6% | +26.1% |
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