+7.7%
GEHC vs BNY
+307.0%
-299.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -7.9% | -1.1% | -6.8% | -7.4% |
| 30D | -11.7% | +1.4% | -13.1% | -12.3% |
| 3M | +0.8% | +16.8% | -16.0% | -6.8% |
| 6M | -11.6% | +42.0% | -53.6% | -25.5% |
| YTD | -21.6% | +41.9% | -63.5% | -34.2% |
| 1Y | -15.3% | +59.2% | -74.5% | -32.9% |
| 3Y | -0.5% | +290.9% | -291.4% | -41.9% |
| All | +7.7% | +307.0% | -299.3% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling