+7.2%
GEHC vs BR
+29.5%
-22.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.2% | -3.0% | -4.2% | -5.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | -0.8% | +17.3% | -18.1% | -7.7% |
| 6M | -11.9% | -6.7% | -5.2% | -9.4% |
| YTD | -21.9% | -23.4% | +1.5% | -11.3% |
| 1Y | -17.8% | -32.7% | +14.8% | -0.1% |
| 3Y | -3.5% | -5.9% | +2.4% | +1.9% |
| All | +7.2% | +29.5% | -22.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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