+9.3%
GEHC vs BP
+60.6%
-51.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.7% |
| 7D | -7.6% | +4.0% | -11.6% | -8.3% |
| 30D | -10.7% | +7.8% | -18.5% | -11.9% |
| 3M | -1.2% | +8.4% | -9.6% | -2.8% |
| 6M | -13.7% | +15.1% | -28.8% | -17.2% |
| YTD | -20.4% | +36.4% | -56.8% | -27.5% |
| 1Y | -17.0% | +40.9% | -57.9% | -25.5% |
| 3Y | +0.9% | +38.8% | -37.9% | -12.2% |
| All | +9.3% | +60.6% | -51.3% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling