+40.3%
GEHC vs BP
+56.7%
-16.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +3.7% | -6.3% | +10.0% | +4.6% |
| 30D | +27.3% | -3.6% | +30.9% | +27.7% |
| 3M | +14.7% | +5.2% | +9.5% | +13.3% |
| 6M | +31.9% | +5.3% | +26.6% | +29.8% |
| YTD | +2.2% | +33.1% | -30.9% | -6.8% |
| 1Y | +14.1% | +26.3% | -12.2% | +5.5% |
| 3Y | +21.0% | +47.5% | -26.5% | +4.7% |
| All | +40.3% | +56.7% | -16.4% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling