+12.0%
GEHC vs BAH
-26.0%
+37.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -5.2% | -4.3% | -0.8% | -4.7% |
| 30D | -7.0% | -4.5% | -2.5% | -6.4% |
| 3M | +3.3% | -7.6% | +10.9% | +4.1% |
| 6M | -10.0% | -10.6% | +0.6% | -9.1% |
| YTD | -18.5% | -12.6% | -5.9% | -17.8% |
| 1Y | -14.4% | -27.0% | +12.6% | -11.5% |
| 3Y | +3.4% | -31.5% | +34.9% | +5.4% |
| All | +12.0% | -26.0% | +37.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling