+0.8%
GEHC vs BIYA
-99.9%
+100.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.3% | +10.0% | -12.3% | -2.2% |
| 30D | +19.0% | -17.7% | +36.7% | +18.9% |
| 3M | +13.3% | -55.0% | +68.3% | +12.9% |
| 6M | +31.5% | -85.1% | +116.7% | +32.0% |
| YTD | 0.0% | -96.9% | +96.9% | +1.0% |
| 1Y | +9.4% | -98.5% | +107.9% | +11.3% |
| All | +0.8% | -99.9% | +100.6% | +3.7% |
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