+15.5%
GEHC vs BB
+77.8%
-62.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.0% | -5.6% | +1.6% | -3.5% |
| 30D | -2.0% | -11.8% | +9.8% | -0.9% |
| 3M | +8.0% | -25.5% | +33.5% | +10.0% |
| 6M | -12.8% | +121.3% | -134.0% | -23.2% |
| YTD | -15.9% | +103.2% | -119.1% | -25.2% |
| 1Y | -6.9% | +102.6% | -109.6% | -17.6% |
| 3Y | 0.0% | +37.5% | -37.5% | -11.0% |
| All | +15.5% | +77.8% | -62.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling