-3.1%
GEHC vs BG
+20.1%
-23.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -7.9% | +3.7% | -11.6% | -8.2% |
| 30D | -11.7% | +12.3% | -24.0% | -12.8% |
| 3M | +0.8% | -2.2% | +3.0% | +1.3% |
| 6M | -11.6% | +5.3% | -16.9% | -12.6% |
| YTD | -21.6% | +42.4% | -64.0% | -27.7% |
| 1Y | -15.3% | +55.2% | -70.5% | -23.6% |
| All | -3.1% | +20.1% | -23.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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