+38.6%
GEHC vs BBWI
-42.1%
+80.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -3.7% | -7.7% | +4.0% | -2.3% |
| 30D | +22.0% | +24.8% | -2.8% | +17.2% |
| 3M | +13.6% | +16.2% | -2.6% | +9.9% |
| 6M | +34.0% | +15.8% | +18.2% | +28.7% |
| YTD | +0.9% | +11.4% | -10.5% | -2.9% |
| 1Y | +12.7% | +3.2% | +9.5% | +8.9% |
| 3Y | +19.4% | -23.5% | +43.0% | +20.3% |
| All | +38.6% | -42.1% | +80.6% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling