+43.5%
F vs GEHC
+15.6%
+27.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +1.6% | +7.6% | -6.0% | -0.8% |
| 30D | +2.6% | +27.5% | -24.8% | -5.0% |
| 3M | -8.8% | +17.2% | -26.0% | -13.3% |
| 6M | +4.6% | +33.6% | -29.0% | -5.1% |
| YTD | -1.9% | +0.6% | -2.5% | -2.6% |
| 1Y | -0.8% | +11.3% | -12.1% | -4.8% |
| 3Y | +43.5% | +16.5% | +27.0% | +25.7% |
| All | +43.5% | +15.6% | +27.9% | +25.7% |
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