+15.5%
GEHC vs NOC
+2.9%
+12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -4.0% | -5.2% | +1.2% | -3.3% |
| 30D | -2.0% | -7.2% | +5.2% | -1.0% |
| 3M | +8.0% | -5.1% | +13.1% | +8.6% |
| 6M | -12.8% | -31.1% | +18.3% | -8.7% |
| YTD | -15.9% | -8.6% | -7.3% | -15.9% |
| 1Y | -6.9% | -9.7% | +2.8% | -6.7% |
| 3Y | 0.0% | +24.3% | -24.3% | -4.0% |
| All | +15.5% | +2.9% | +12.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 all: compounded portfolio wealth divided by compounded NOC 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…
all analysis · Full analysis span regression · 6 months rolling