+21.0%
GEHC vs BWA
+64.1%
-43.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | +3.7% | -2.4% | +6.1% | +4.3% |
| 30D | +27.3% | -17.7% | +45.0% | +34.3% |
| 3M | +14.7% | -27.0% | +41.7% | +25.0% |
| 6M | +31.9% | -17.3% | +49.3% | +35.8% |
| YTD | +2.2% | +12.9% | -10.7% | -9.8% |
| 1Y | +14.1% | +12.9% | +1.2% | +0.5% |
| 3Y | +21.0% | +62.1% | -41.1% | -15.2% |
| All | +21.0% | +64.1% | -43.2% | -15.2% |
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 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