+9.3%
GEHC vs MTB
+89.5%
-80.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -7.6% | +1.1% | -8.7% | -8.0% |
| 30D | -10.7% | -4.6% | -6.0% | -9.1% |
| 3M | -1.2% | +6.3% | -7.5% | -3.6% |
| 6M | -13.7% | +15.6% | -29.3% | -18.3% |
| YTD | -20.4% | +20.6% | -41.0% | -25.9% |
| 1Y | -17.0% | +22.5% | -39.6% | -23.3% |
| 3Y | +0.9% | +114.4% | -113.5% | -20.6% |
| All | +9.3% | +89.5% | -80.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling