+7.7%
GEHC vs MCO
+64.9%
-57.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -7.9% | -7.3% | -0.5% | -3.9% |
| 30D | -11.7% | -1.7% | -10.0% | -10.9% |
| 3M | +0.8% | +3.9% | -3.1% | -1.8% |
| 6M | -11.6% | +3.8% | -15.4% | -14.1% |
| YTD | -21.6% | -7.9% | -13.7% | -18.7% |
| 1Y | -15.3% | -6.8% | -8.5% | -13.1% |
| 3Y | -0.5% | +40.9% | -41.4% | -18.0% |
| All | +7.7% | +64.9% | -57.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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