-17.8%
GEHC vs BTDR
-13.8%
-4.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.5% |
| 7D | -7.2% | -3.4% | -3.8% | -7.1% |
| 30D | -11.6% | +32.6% | -44.1% | -12.0% |
| 3M | -0.8% | -32.2% | +31.4% | +1.3% |
| 6M | -11.9% | +52.4% | -64.3% | -14.4% |
| YTD | -21.9% | +6.7% | -28.6% | -23.8% |
| 1Y | -17.8% | -15.2% | -2.6% | -17.8% |
| All | -17.8% | -13.8% | -4.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling