+12.0%
GEHC vs M
+21.7%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.5% |
| 7D | -5.2% | +2.4% | -7.5% | -5.6% |
| 30D | -7.0% | -11.6% | +4.7% | -4.6% |
| 3M | +3.3% | +1.6% | +1.7% | +2.5% |
| 6M | -10.0% | +25.2% | -35.2% | -14.8% |
| YTD | -18.5% | +3.8% | -22.2% | -20.0% |
| 1Y | -14.4% | +36.3% | -50.7% | -20.7% |
| 3Y | +3.4% | +116.3% | -112.9% | -15.6% |
| All | +12.0% | +21.7% | -9.7% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling