+37.3%
GEHC vs BWA
+49.6%
-12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +7.3% | -9.6% | -4.1% |
| 30D | +19.0% | -15.8% | +34.9% | +24.4% |
| 3M | +13.3% | -25.7% | +39.0% | +22.2% |
| 6M | +31.5% | -19.6% | +51.1% | +36.9% |
| YTD | 0.0% | +14.1% | -14.1% | -9.8% |
| 1Y | +9.4% | +12.2% | -2.8% | -0.8% |
| 3Y | +18.3% | +63.8% | -45.5% | -9.3% |
| All | +37.3% | +49.6% | -12.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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