+31.5%
GEHC vs BB
+49.0%
-17.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.1% |
| 7D | -2.3% | +9.0% | -11.2% | -1.7% |
| 30D | +19.0% | +7.7% | +11.4% | +19.5% |
| 3M | +13.3% | +4.0% | +9.3% | +13.5% |
| 6M | +31.5% | +46.6% | -15.1% | +33.8% |
| All | +31.5% | +49.0% | -17.5% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling