+7.7%
GEHC vs BR
+29.9%
-22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -7.9% | -6.0% | -1.9% | -5.3% |
| 30D | -11.7% | -0.9% | -10.8% | -11.4% |
| 3M | +0.8% | +16.4% | -15.6% | -5.9% |
| 6M | -11.6% | -8.2% | -3.4% | -8.3% |
| YTD | -21.6% | -23.2% | +1.7% | -11.0% |
| 1Y | -15.3% | -30.9% | +15.6% | +1.6% |
| 3Y | -0.5% | -5.0% | +4.5% | +4.8% |
| All | +7.7% | +29.9% | -22.2% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling