+15.5%
GEHC vs BG
+38.6%
-23.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -4.0% | +2.8% | -6.8% | -4.3% |
| 30D | -2.0% | +12.0% | -14.0% | -3.4% |
| 3M | +8.0% | -7.7% | +15.7% | +9.2% |
| 6M | -12.8% | +4.5% | -17.3% | -14.1% |
| YTD | -15.9% | +35.7% | -51.6% | -21.7% |
| 1Y | -6.9% | +50.1% | -57.0% | -15.4% |
| 3Y | 0.0% | +12.6% | -12.7% | -7.1% |
| All | +15.5% | +38.6% | -23.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling