-3.3%
GEHC vs MULL
+1,303.2%
-1,306.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | -2.3% | +43.3% | -45.6% | -3.8% |
| 30D | +19.0% | -37.4% | +56.5% | +20.5% |
| 3M | +13.3% | -36.8% | +50.1% | +14.1% |
| 6M | +31.5% | -36.9% | +68.4% | +24.7% |
| YTD | 0.0% | +250.7% | -250.7% | -24.3% |
| 1Y | +9.4% | +337.6% | -328.2% | -20.6% |
| All | -3.3% | +1,303.2% | -1,306.4% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling