-19.8%
GEHC vs BIYA
-99.8%
+80.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -7.6% | +2.7% | -10.4% | -7.6% |
| 30D | -10.7% | -16.7% | +6.0% | -10.8% |
| 3M | -1.2% | -74.6% | +73.4% | -1.3% |
| 6M | -13.7% | -85.4% | +71.6% | -13.0% |
| YTD | -20.4% | -94.2% | +73.8% | -19.4% |
| 1Y | -17.0% | -98.6% | +81.5% | -14.1% |
| All | -19.8% | -99.8% | +80.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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