+15.5%
GEHC vs BP
+54.0%
-38.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -4.0% | +3.9% | -7.9% | -4.7% |
| 30D | -2.0% | +7.6% | -9.6% | -3.3% |
| 3M | +8.0% | +0.7% | +7.3% | +7.6% |
| 6M | -12.8% | +15.5% | -28.3% | -16.7% |
| YTD | -15.9% | +30.8% | -46.8% | -22.8% |
| 1Y | -6.9% | +34.3% | -41.2% | -15.6% |
| 3Y | 0.0% | +35.1% | -35.1% | -12.5% |
| All | +15.5% | +54.0% | -38.6% | +1.8% |
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