+7.2%
GEHC vs MKSI
+224.8%
-217.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -0.8% | -22.5% | +21.7% | +1.3% |
| 6M | -11.9% | +19.4% | -31.3% | -19.4% |
| YTD | -21.9% | +67.7% | -89.7% | -34.9% |
| 1Y | -17.8% | +131.4% | -149.2% | -37.6% |
| 3Y | -3.5% | +197.3% | -200.9% | -36.5% |
| All | +7.2% | +224.8% | -217.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling