+15.7%
GEHC vs MULL
+444.9%
-429.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -13.8% | +20.1% | +6.2% |
| 7D | +13.2% | -35.9% | +49.1% | +12.6% |
| 30D | +30.6% | -47.3% | +77.9% | +29.7% |
| 3M | +22.2% | -30.6% | +52.8% | +21.9% |
| 6M | +40.8% | +13.7% | +27.1% | +33.7% |
| YTD | +4.8% | +272.1% | -267.3% | -5.6% |
| 1Y | +15.7% | +475.1% | -459.3% | +3.6% |
| All | +15.7% | +444.9% | -429.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling