+7.2%
GEHC vs BBY
+34.9%
-27.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.4% |
| 7D | -7.2% | +0.6% | -7.7% | -7.3% |
| 30D | -11.6% | +9.4% | -20.9% | -14.2% |
| 3M | -0.8% | +19.3% | -20.2% | -6.6% |
| 6M | -11.9% | +47.9% | -59.8% | -23.4% |
| YTD | -21.9% | +39.6% | -61.5% | -31.0% |
| 1Y | -17.8% | +22.2% | -40.0% | -24.1% |
| 3Y | -3.5% | +45.0% | -48.5% | -19.4% |
| All | +7.2% | +34.9% | -27.7% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling