-3.1%
GEHC vs BBY
+38.5%
-41.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -7.9% | +0.7% | -8.5% | -8.1% |
| 30D | -11.7% | +5.8% | -17.5% | -13.4% |
| 3M | +0.8% | +18.0% | -17.2% | -4.7% |
| 6M | -11.6% | +39.8% | -51.4% | -21.7% |
| YTD | -21.6% | +35.4% | -57.0% | -30.0% |
| 1Y | -15.3% | +21.4% | -36.7% | -21.6% |
| All | -3.1% | +38.5% | -41.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling