+38.6%
GEHC vs M
+35.8%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -3.7% | -3.3% | -0.4% | -3.1% |
| 30D | +22.0% | +8.1% | +13.9% | +19.9% |
| 3M | +13.6% | +2.2% | +11.4% | +12.8% |
| 6M | +34.0% | +35.1% | -1.1% | +24.7% |
| YTD | +0.9% | +15.8% | -14.9% | -3.4% |
| 1Y | +12.7% | +25.8% | -13.1% | +6.0% |
| 3Y | +19.4% | +156.2% | -136.8% | -5.7% |
| All | +38.6% | +35.8% | +2.7% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling