+23.7%
GEHC vs BP
+48.5%
-24.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.6% | -6.9% | +12.5% | +6.8% |
| 30D | +27.9% | -3.6% | +31.5% | +28.3% |
| 3M | +17.1% | +8.4% | +8.7% | +14.5% |
| 6M | +32.5% | +5.3% | +27.2% | +29.8% |
| YTD | +2.7% | +33.2% | -30.5% | -9.2% |
| 1Y | +15.3% | +28.2% | -12.9% | +3.3% |
| 3Y | +23.7% | +49.2% | -25.6% | -2.2% |
| All | +23.7% | +48.5% | -24.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling