+40.3%
GEHC vs BBWI
-42.3%
+82.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +3.7% | -4.2% | +8.0% | +4.5% |
| 30D | +27.3% | +24.9% | +2.5% | +22.2% |
| 3M | +14.7% | +13.2% | +1.5% | +11.6% |
| 6M | +31.9% | +12.1% | +19.8% | +27.5% |
| YTD | +2.2% | +11.1% | -8.9% | -1.7% |
| 1Y | +14.1% | +0.7% | +13.4% | +10.8% |
| 3Y | +21.0% | -23.8% | +44.7% | +21.9% |
| All | +40.3% | -42.3% | +82.6% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling