+3.4%
GEHC vs BN
+79.0%
-75.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -1.6% |
| 7D | -5.2% | -1.2% | -4.0% | -4.6% |
| 30D | -7.0% | -10.9% | +4.0% | -1.1% |
| 3M | +3.3% | -11.1% | +14.4% | +9.7% |
| 6M | -10.0% | -4.4% | -5.6% | -8.4% |
| YTD | -18.5% | -14.1% | -4.3% | -12.5% |
| 1Y | -14.4% | -11.1% | -3.4% | -10.2% |
| 3Y | +3.4% | +75.6% | -72.1% | -22.2% |
| All | +3.4% | +79.0% | -75.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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