-1.9%
GEHC vs MULL
+1,230.7%
-1,232.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.6% |
| 7D | +0.8% | +24.5% | -23.8% | -0.2% |
| 30D | +21.3% | -35.5% | +56.8% | +22.6% |
| 3M | +12.6% | -44.8% | +57.4% | +14.0% |
| 6M | +34.3% | -45.5% | +79.7% | +28.7% |
| YTD | +1.4% | +232.5% | -231.1% | -23.1% |
| 1Y | +12.5% | +343.3% | -330.8% | -18.9% |
| All | -1.9% | +1,230.7% | -1,232.5% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling