+12.0%
GEHC vs BP
+57.8%
-45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -3.4% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | -7.0% | +9.1% | -16.1% | -8.4% |
| 3M | +3.3% | +3.9% | -0.6% | +2.4% |
| 6M | -10.0% | +13.6% | -23.6% | -13.5% |
| YTD | -18.5% | +34.0% | -52.5% | -25.5% |
| 1Y | -14.4% | +39.2% | -53.6% | -23.0% |
| 3Y | +3.4% | +36.4% | -33.0% | -9.8% |
| All | +12.0% | +57.8% | -45.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling