+574.8%
GE vs GEHC
+4.1%
+570.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.2% |
| 7D | -1.2% | -7.6% | +6.4% | +0.9% |
| 30D | -11.3% | -10.7% | -0.6% | -8.6% |
| 3M | -1.4% | -1.2% | -0.2% | -1.8% |
| 6M | +1.2% | -13.7% | +14.9% | +4.6% |
| YTD | +5.9% | -20.4% | +26.4% | +11.7% |
| 1Y | +18.4% | -17.0% | +35.4% | +22.7% |
| 3Y | +271.0% | +0.9% | +270.0% | +254.9% |
| All | +574.8% | +4.1% | +570.7% | +521.8% |
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