+12.0%
GEHC vs BBY
+32.7%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -5.2% | +8.1% | -13.3% | -7.5% |
| 30D | -7.0% | +8.9% | -15.9% | -9.6% |
| 3M | +3.3% | +22.0% | -18.7% | -3.4% |
| 6M | -10.0% | +37.8% | -47.8% | -19.8% |
| YTD | -18.5% | +37.3% | -55.8% | -27.5% |
| 1Y | -14.4% | +21.6% | -36.0% | -20.8% |
| 3Y | +3.4% | +41.5% | -38.1% | -12.9% |
| All | +12.0% | +32.7% | -20.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling