+3.4%
GEHC vs BWA
+72.9%
-69.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -5.2% | +4.3% | -9.5% | -6.4% |
| 30D | -7.0% | -2.9% | -4.1% | -6.3% |
| 3M | +3.3% | -12.4% | +15.7% | +7.2% |
| 6M | -10.0% | +28.6% | -38.6% | -18.9% |
| YTD | -18.5% | +48.2% | -66.7% | -32.2% |
| 1Y | -14.4% | +50.9% | -65.3% | -29.5% |
| 3Y | +3.4% | +72.2% | -68.7% | -25.3% |
| All | +3.4% | +72.9% | -69.5% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling