+39.3%
GEHC vs OMC
+27.0%
+12.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | +21.3% | +12.2% | +9.1% | +16.5% |
| 3M | +12.6% | +0.6% | +12.0% | +12.1% |
| 6M | +34.3% | +21.0% | +13.3% | +24.5% |
| YTD | +1.4% | +12.4% | -10.9% | -3.8% |
| 1Y | +12.5% | +25.4% | -13.0% | +1.7% |
| 3Y | +19.2% | +29.2% | -10.0% | +6.5% |
| All | +39.3% | +27.0% | +12.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling