+40.3%
GEHC vs M
+37.1%
+3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +3.7% | +5.0% | -1.3% | +2.6% |
| 30D | +27.3% | +10.6% | +16.7% | +24.5% |
| 3M | +14.7% | +1.6% | +13.2% | +14.1% |
| 6M | +31.9% | +30.8% | +1.1% | +23.6% |
| YTD | +2.2% | +16.9% | -14.7% | -2.3% |
| 1Y | +14.1% | +26.3% | -12.2% | +7.2% |
| 3Y | +21.0% | +158.6% | -137.6% | -4.7% |
| All | +40.3% | +37.1% | +3.2% | +22.1% |
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