+39.3%
GEHC vs BAX
-45.2%
+84.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +21.3% | +4.1% | +17.2% | +19.3% |
| 3M | +12.6% | -4.5% | +17.1% | +14.3% |
| 6M | +34.3% | +49.2% | -14.9% | +15.2% |
| YTD | +1.4% | +35.2% | -33.8% | -10.9% |
| 1Y | +12.5% | +38.3% | -25.8% | -2.1% |
| 3Y | +19.2% | -19.0% | +38.3% | +22.9% |
| All | +39.3% | -45.2% | +84.5% | +57.0% |
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