+15.7%
GEHC vs NYT
+16.5%
-0.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.5% |
| 7D | +13.2% | -3.9% | +17.0% | +13.7% |
| 30D | +30.6% | +4.3% | +26.3% | +29.7% |
| 3M | +22.2% | -11.7% | +33.9% | +24.3% |
| 6M | +40.8% | -14.4% | +55.3% | +43.2% |
| YTD | +4.8% | -3.0% | +7.9% | +7.7% |
| 1Y | +15.7% | +16.5% | -0.8% | +23.4% |
| All | +15.7% | +16.5% | -0.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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