+7.7%
GEHC vs NYT
+103.1%
-95.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.9% | -0.7% | -7.1% | -7.7% |
| 30D | -11.7% | +4.5% | -16.2% | -12.5% |
| 3M | +0.8% | -8.5% | +9.3% | +2.5% |
| 6M | -11.6% | -15.1% | +3.5% | -9.1% |
| YTD | -21.6% | -3.3% | -18.3% | -21.4% |
| 1Y | -15.3% | +17.0% | -32.3% | -18.4% |
| 3Y | -0.5% | +55.7% | -56.2% | -10.7% |
| All | +7.7% | +103.1% | -95.4% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling