+9.3%
GEHC vs BTG
+83.1%
-73.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -7.6% | +2.4% | -10.0% | -7.8% |
| 30D | -10.7% | +9.5% | -20.1% | -11.4% |
| 3M | -1.2% | +38.5% | -39.7% | -4.4% |
| 6M | -13.7% | +5.6% | -19.4% | -14.7% |
| YTD | -20.4% | +23.9% | -44.4% | -22.8% |
| 1Y | -17.0% | +32.1% | -49.2% | -20.5% |
| 3Y | +0.9% | +103.2% | -102.3% | -9.1% |
| All | +9.3% | +83.1% | -73.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling