+15.7%
GEHC vs MXL
+276.5%
-260.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -11.1% | +17.5% | +5.9% |
| 7D | +13.2% | -24.3% | +37.5% | +11.9% |
| 30D | +30.6% | -46.1% | +76.7% | +27.8% |
| 3M | +22.2% | -21.8% | +44.0% | +21.7% |
| 6M | +40.8% | -27.2% | +68.1% | +40.9% |
| YTD | +4.8% | +226.2% | -221.3% | -7.3% |
| 1Y | +15.7% | +297.0% | -281.3% | -4.8% |
| All | +15.7% | +276.5% | -260.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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