+7.7%
GEHC vs MRSH
+10.7%
-3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.9% | -5.9% | -1.9% | -5.3% |
| 30D | -11.7% | -7.3% | -4.4% | -8.7% |
| 3M | +0.8% | +6.7% | -5.9% | -1.4% |
| 6M | -11.6% | +3.0% | -14.6% | -12.8% |
| YTD | -21.6% | -2.9% | -18.7% | -20.7% |
| 1Y | -15.3% | -9.0% | -6.3% | -12.2% |
| 3Y | -0.5% | -4.3% | +3.8% | +2.4% |
| All | +7.7% | +10.7% | -3.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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