+7.2%
GEHC vs BTDR
+15.0%
-7.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -7.2% | -3.4% | -3.8% | -7.1% |
| 30D | -11.6% | +32.6% | -44.1% | -12.5% |
| 3M | -0.8% | -32.2% | +31.4% | +0.2% |
| 6M | -11.9% | +52.4% | -64.3% | -14.4% |
| YTD | -21.9% | +6.7% | -28.6% | -23.4% |
| 1Y | -17.8% | -15.2% | -2.6% | -19.3% |
| 3Y | -3.5% | +14.9% | -18.4% | -10.9% |
| All | +7.2% | +15.0% | -7.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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