+7.2%
GEHC vs BWA
+95.5%
-88.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.9% |
| 7D | -7.2% | -1.3% | -5.8% | -6.8% |
| 30D | -11.6% | -2.9% | -8.6% | -10.9% |
| 3M | -0.8% | -10.7% | +9.9% | +2.2% |
| 6M | -11.9% | +26.5% | -38.4% | -19.7% |
| YTD | -21.9% | +49.1% | -71.0% | -34.3% |
| 1Y | -17.8% | +52.1% | -69.9% | -31.5% |
| 3Y | -3.5% | +72.6% | -76.1% | -27.9% |
| All | +7.2% | +95.5% | -88.3% | -28.7% |
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