+12.0%
GEHC vs BR
+30.2%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -1.9% |
| 7D | -5.2% | -5.9% | +0.8% | -2.6% |
| 30D | -7.0% | +1.9% | -8.9% | -7.8% |
| 3M | +3.3% | +14.7% | -11.3% | -2.9% |
| 6M | -10.0% | -12.8% | +2.8% | -4.4% |
| YTD | -18.5% | -23.0% | +4.6% | -7.6% |
| 1Y | -14.4% | -31.7% | +17.3% | +3.3% |
| 3Y | +3.4% | -4.8% | +8.2% | +8.8% |
| All | +12.0% | +30.2% | -18.2% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling