-3.1%
GEHC vs BND
+12.6%
-15.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | -7.9% | -0.9% | -6.9% | -6.6% |
| 30D | -11.7% | -1.0% | -10.7% | -10.4% |
| 3M | +0.8% | -1.2% | +2.0% | +2.6% |
| 6M | -11.6% | -2.0% | -9.6% | -8.9% |
| YTD | -21.6% | -1.2% | -20.4% | -19.9% |
| 1Y | -15.3% | -0.5% | -14.8% | -14.1% |
| All | -3.1% | +12.6% | -15.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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