+12.0%
GEHC vs BBWI
-49.6%
+61.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.5% |
| 7D | -5.2% | +1.6% | -6.7% | -5.5% |
| 30D | -7.0% | -6.2% | -0.7% | -6.1% |
| 3M | +3.3% | +4.3% | -1.0% | +1.7% |
| 6M | -10.0% | -7.2% | -2.8% | -10.0% |
| YTD | -18.5% | -3.0% | -15.4% | -19.3% |
| 1Y | -14.4% | -30.8% | +16.4% | -10.0% |
| 3Y | +3.4% | -43.4% | +46.8% | +9.7% |
| All | +12.0% | -49.6% | +61.5% | +20.9% |
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