+39.3%
GEHC vs BND
+10.2%
+29.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.6% |
| 7D | +0.8% | -1.4% | +2.2% | +2.2% |
| 30D | +21.3% | +0.6% | +20.7% | +20.7% |
| 3M | +12.6% | -1.6% | +14.2% | +14.4% |
| 6M | +34.3% | -1.5% | +35.8% | +36.4% |
| YTD | +1.4% | -1.5% | +2.9% | +3.2% |
| 1Y | +12.5% | -1.1% | +13.5% | +14.2% |
| 3Y | +19.2% | +13.6% | +5.6% | +13.1% |
| All | +39.3% | +10.2% | +29.1% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling