+7.2%
GEHC vs BNS
+132.4%
-125.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.8% |
| 7D | -7.2% | -0.4% | -6.8% | -7.0% |
| 30D | -11.6% | +3.5% | -15.0% | -13.2% |
| 3M | -0.8% | +14.1% | -14.9% | -8.4% |
| 6M | -11.9% | +33.8% | -45.7% | -25.7% |
| YTD | -21.9% | +29.5% | -51.4% | -33.2% |
| 1Y | -17.8% | +48.4% | -66.2% | -35.1% |
| 3Y | -3.5% | +129.6% | -133.1% | -41.0% |
| All | +7.2% | +132.4% | -125.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling