+7.2%
GEHC vs BRO
+18.6%
-11.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.2% | -7.3% | +0.2% | -4.7% |
| 30D | -11.6% | -6.9% | -4.7% | -9.4% |
| 3M | -0.8% | +10.7% | -11.5% | -3.8% |
| 6M | -11.9% | -2.7% | -9.2% | -11.3% |
| YTD | -21.9% | -16.3% | -5.6% | -17.8% |
| 1Y | -17.8% | -29.1% | +11.2% | -8.7% |
| 3Y | -3.5% | -7.8% | +4.3% | -0.3% |
| All | +7.2% | +18.6% | -11.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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