-6.9%
GEHC vs M
+46.1%
-53.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.8% |
| 7D | -4.0% | +4.7% | -8.7% | -5.1% |
| 30D | -2.0% | -9.6% | +7.7% | +0.4% |
| 3M | +8.0% | +0.9% | +7.1% | +6.9% |
| 6M | -12.8% | +22.3% | -35.0% | -18.9% |
| YTD | -15.9% | +6.5% | -22.4% | -19.0% |
| 1Y | -6.9% | +38.8% | -45.7% | -18.5% |
| All | -6.9% | +46.1% | -53.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling