-6.9%
GEHC vs MXL
+316.6%
-323.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -1.1% |
| 7D | -4.0% | +1.6% | -5.6% | -3.9% |
| 30D | -2.0% | -7.0% | +5.0% | -2.1% |
| 3M | +8.0% | -33.4% | +41.4% | +7.5% |
| 6M | -12.8% | +260.2% | -272.9% | -22.9% |
| YTD | -15.9% | +260.0% | -275.9% | -26.3% |
| 1Y | -6.9% | +303.5% | -310.4% | -21.4% |
| All | -6.9% | +316.6% | -323.5% | -21.4% |
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