+7.2%
GEHC vs BTG
+78.4%
-71.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -7.2% | -3.8% | -3.4% | -6.9% |
| 30D | -11.6% | +3.6% | -15.2% | -11.9% |
| 3M | -0.8% | +32.0% | -32.9% | -3.6% |
| 6M | -11.9% | +3.4% | -15.3% | -12.7% |
| YTD | -21.9% | +20.8% | -42.7% | -24.1% |
| 1Y | -17.8% | +22.4% | -40.3% | -20.7% |
| 3Y | -3.5% | +91.7% | -95.3% | -12.7% |
| All | +7.2% | +78.4% | -71.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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