+9.3%
GEHC vs MKSI
+225.7%
-216.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -7.6% | +6.6% | -14.3% | -8.7% |
| 30D | -10.7% | -8.2% | -2.4% | -9.6% |
| 3M | -1.2% | -16.4% | +15.2% | -0.9% |
| 6M | -13.7% | +23.0% | -36.7% | -21.6% |
| YTD | -20.4% | +68.2% | -88.6% | -33.7% |
| 1Y | -17.0% | +148.6% | -165.6% | -38.2% |
| 3Y | +0.9% | +196.0% | -195.0% | -33.5% |
| All | +9.3% | +225.7% | -216.4% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling