+7.2%
GEHC vs BNY
+307.2%
-300.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.2% | -1.3% | -5.8% | -6.6% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | -0.8% | +14.9% | -15.8% | -7.6% |
| 6M | -11.9% | +40.0% | -51.9% | -25.3% |
| YTD | -21.9% | +42.0% | -63.9% | -34.6% |
| 1Y | -17.8% | +56.9% | -74.7% | -34.4% |
| 3Y | -3.5% | +289.9% | -293.4% | -43.7% |
| All | +7.2% | +307.2% | -300.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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