+7.7%
GEHC vs BB
+74.1%
-66.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | -7.9% | -2.1% | -5.8% | -7.7% |
| 30D | -11.7% | -16.0% | +4.3% | -10.4% |
| 3M | +0.8% | -14.5% | +15.3% | +1.1% |
| 6M | -11.6% | +118.6% | -130.1% | -22.1% |
| YTD | -21.6% | +98.9% | -120.5% | -30.0% |
| 1Y | -15.3% | +99.5% | -114.8% | -24.9% |
| 3Y | -0.5% | +65.4% | -65.9% | -13.5% |
| All | +7.7% | +74.1% | -66.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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