+39.3%
GEHC vs BTI
+104.0%
-64.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +0.8% | +1.6% | -0.9% | +0.4% |
| 30D | +21.3% | +9.2% | +12.1% | +19.3% |
| 3M | +12.6% | +9.6% | +2.9% | +10.6% |
| 6M | +34.3% | -2.4% | +36.7% | +34.3% |
| YTD | +1.4% | +14.2% | -12.8% | -0.6% |
| 1Y | +12.5% | +20.3% | -7.8% | +9.6% |
| 3Y | +19.2% | +147.4% | -128.2% | +4.6% |
| All | +39.3% | +104.0% | -64.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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