+15.7%
GEHC vs BP
+35.3%
-19.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.2% | +10.5% | +5.6% |
| 7D | +13.2% | -8.4% | +21.6% | +11.5% |
| 30D | +30.6% | +2.2% | +28.4% | +31.1% |
| 3M | +22.2% | +8.8% | +13.4% | +24.1% |
| 6M | +40.8% | -0.5% | +41.3% | +40.4% |
| YTD | +4.8% | +36.2% | -31.4% | +5.7% |
| 1Y | +15.7% | +36.6% | -20.8% | +16.1% |
| All | +15.7% | +35.3% | -19.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling