+7.7%
GEHC vs BTG
+77.7%
-70.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -7.9% | -5.5% | -2.4% | -7.4% |
| 30D | -11.7% | +6.1% | -17.8% | -12.2% |
| 3M | +0.8% | +38.6% | -37.8% | -2.5% |
| 6M | -11.6% | +0.7% | -12.3% | -12.2% |
| YTD | -21.6% | +20.3% | -41.9% | -23.8% |
| 1Y | -15.3% | +25.0% | -40.4% | -18.4% |
| 3Y | -0.5% | +97.3% | -97.8% | -10.2% |
| All | +7.7% | +77.7% | -70.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling