+9.3%
GEHC vs BBWI
-52.8%
+62.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.3% |
| 7D | -7.6% | -4.4% | -3.2% | -6.9% |
| 30D | -10.7% | -7.4% | -3.3% | -9.6% |
| 3M | -1.2% | -2.2% | +1.0% | -1.6% |
| 6M | -13.7% | -16.3% | +2.6% | -12.0% |
| YTD | -20.4% | -9.1% | -11.3% | -20.4% |
| 1Y | -17.0% | -34.5% | +17.5% | -11.9% |
| 3Y | +0.9% | -47.0% | +47.9% | +8.4% |
| All | +9.3% | -52.8% | +62.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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