+587.1%
GE vs GEHC
+30.8%
+556.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | +5.1% | -2.3% | +7.4% | +5.8% |
| 30D | +7.6% | +19.0% | -11.5% | +2.7% |
| 3M | -9.3% | +13.3% | -22.6% | -12.4% |
| 6M | +11.5% | +31.5% | -20.0% | +2.6% |
| YTD | +7.9% | 0.0% | +7.9% | +7.0% |
| 1Y | +7.6% | +9.4% | -1.7% | +3.6% |
| 3Y | +265.9% | +18.3% | +247.5% | +235.5% |
| All | +587.1% | +30.8% | +556.4% | +495.4% |
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