+12.0%
GEHC vs BB
+81.8%
-69.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.2% |
| 7D | -5.2% | +0.5% | -5.7% | -5.2% |
| 30D | -7.0% | -12.4% | +5.4% | -5.9% |
| 3M | +3.3% | -15.3% | +18.6% | +3.8% |
| 6M | -10.0% | +128.8% | -138.8% | -21.0% |
| YTD | -18.5% | +107.7% | -126.1% | -27.6% |
| 1Y | -14.4% | +103.9% | -118.3% | -24.2% |
| 3Y | +3.4% | +72.6% | -69.2% | -10.4% |
| All | +12.0% | +81.8% | -69.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling