+7.7%
GEHC vs BAX
-48.7%
+56.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -7.9% | -5.4% | -2.4% | -5.9% |
| 30D | -11.7% | -12.4% | +0.7% | -7.3% |
| 3M | +0.8% | +19.1% | -18.3% | -5.8% |
| 6M | -11.6% | +38.6% | -50.2% | -21.8% |
| YTD | -21.6% | +26.7% | -48.3% | -29.3% |
| 1Y | -15.3% | +1.0% | -16.3% | -17.9% |
| 3Y | -0.5% | -33.9% | +33.4% | +8.2% |
| All | +7.7% | -48.7% | +56.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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