+10.4%
GEHC vs M
+25.0%
-14.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | +22.0% | +8.1% | +13.9% | +19.7% |
| 3M | +13.6% | +2.2% | +11.4% | +12.7% |
| 6M | +34.0% | +35.1% | -1.1% | +21.9% |
| YTD | +0.9% | +15.8% | -14.9% | -4.6% |
| All | +10.4% | +25.0% | -14.7% | +1.6% |
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 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