+15.5%
GEHC vs MDY
+60.6%
-45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -2.0% | -1.5% | -0.5% | -0.7% |
| 3M | +8.0% | +0.8% | +7.2% | +6.7% |
| 6M | -12.8% | +7.4% | -20.2% | -18.7% |
| YTD | -15.9% | +15.2% | -31.1% | -26.7% |
| 1Y | -6.9% | +16.5% | -23.5% | -19.7% |
| 3Y | 0.0% | +46.8% | -46.8% | -29.7% |
| All | +15.5% | +60.6% | -45.1% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling