+39.3%
GEHC vs MDY
+56.6%
-17.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.6% |
| 7D | +0.8% | +2.3% | -1.5% | -1.3% |
| 30D | +21.3% | +2.0% | +19.3% | +19.1% |
| 3M | +12.6% | -5.6% | +18.2% | +18.4% |
| 6M | +34.3% | +1.3% | +33.0% | +31.7% |
| YTD | +1.4% | +12.3% | -10.9% | -9.6% |
| 1Y | +12.5% | +15.8% | -3.3% | -2.5% |
| 3Y | +19.2% | +56.5% | -37.3% | -19.1% |
| All | +39.3% | +56.6% | -17.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling