+19.2%
GEHC vs MTB
+106.3%
-87.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.8% | +1.5% | -0.8% | +0.1% |
| 30D | +21.3% | +2.3% | +19.0% | +20.1% |
| 3M | +12.6% | -12.1% | +24.7% | +19.3% |
| 6M | +34.3% | +9.8% | +24.5% | +28.2% |
| YTD | +1.4% | +12.0% | -10.6% | -4.1% |
| 1Y | +12.5% | +22.0% | -9.6% | +2.6% |
| 3Y | +19.2% | +107.6% | -88.4% | -11.1% |
| All | +19.2% | +106.3% | -87.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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