+39.3%
GEHC vs M
+35.0%
+4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +0.8% | +7.0% | -6.2% | -0.7% |
| 30D | +21.3% | +8.9% | +12.4% | +19.1% |
| 3M | +12.6% | +4.5% | +8.1% | +11.3% |
| 6M | +34.3% | +36.2% | -1.9% | +24.7% |
| YTD | +1.4% | +15.1% | -13.7% | -2.8% |
| 1Y | +12.5% | +27.4% | -15.0% | +5.5% |
| 3Y | +19.2% | +160.1% | -140.9% | -6.1% |
| All | +39.3% | +35.0% | +4.2% | +21.6% |
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