+39.3%
GEHC vs NOC
+10.0%
+29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.8% | +4.8% | -4.1% | +0.3% |
| 30D | +21.3% | +11.0% | +10.3% | +19.7% |
| 3M | +12.6% | -3.8% | +16.4% | +13.0% |
| 6M | +34.3% | +0.6% | +33.6% | +33.9% |
| YTD | +1.4% | -2.3% | +3.7% | +0.5% |
| 1Y | +12.5% | +0.3% | +12.2% | +11.0% |
| 3Y | +19.2% | +24.6% | -5.4% | +13.9% |
| All | +39.3% | +10.0% | +29.3% | +30.2% |
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