-3.5%
GEHC vs MKSI
+190.8%
-194.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -7.2% | +2.7% | -9.8% | -7.6% |
| 30D | -11.6% | -12.8% | +1.2% | -9.7% |
| 3M | -0.8% | -22.5% | +21.7% | +1.3% |
| 6M | -11.9% | +19.4% | -31.3% | -19.8% |
| YTD | -21.9% | +67.7% | -89.7% | -35.5% |
| 1Y | -17.8% | +131.4% | -149.2% | -38.5% |
| 3Y | -3.5% | +197.3% | -200.9% | -39.4% |
| All | -3.5% | +190.8% | -194.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling