-23.0%
GEHC vs MULL
+2,620.5%
-2,643.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -2.6% |
| 7D | -7.6% | +14.8% | -22.4% | -8.2% |
| 30D | -10.7% | +36.6% | -47.2% | -12.1% |
| 3M | -1.2% | -8.9% | +7.7% | -3.8% |
| 6M | -13.7% | +311.9% | -325.7% | -30.4% |
| YTD | -20.4% | +579.8% | -600.3% | -40.8% |
| 1Y | -17.0% | +2,421.5% | -2,438.6% | -50.5% |
| All | -23.0% | +2,620.5% | -2,643.5% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling