+12.0%
GEHC vs BTDR
+21.8%
-9.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -3.1% |
| 7D | -5.2% | +22.4% | -27.6% | -5.9% |
| 30D | -7.0% | +16.5% | -23.4% | -7.7% |
| 3M | +3.3% | -31.5% | +34.8% | +4.4% |
| 6M | -10.0% | +74.0% | -84.0% | -12.9% |
| YTD | -18.5% | +13.0% | -31.5% | -20.1% |
| 1Y | -14.4% | -0.2% | -14.2% | -16.4% |
| 3Y | +3.4% | +9.9% | -6.5% | -4.6% |
| All | +12.0% | +21.8% | -9.9% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling