-3.5%
GEHC vs MKTX
-25.3%
+21.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -7.2% | -0.2% | -6.9% | -7.2% |
| 30D | -11.6% | +0.7% | -12.3% | -11.6% |
| 3M | -0.8% | +40.8% | -41.6% | -2.0% |
| 6M | -11.9% | -8.0% | -3.9% | -11.4% |
| YTD | -21.9% | -8.7% | -13.2% | -21.5% |
| 1Y | -17.8% | -11.8% | -6.0% | -17.0% |
| 3Y | -3.5% | -24.0% | +20.5% | -3.1% |
| All | -3.5% | -25.3% | +21.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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