+3.4%
GEHC vs OMC
+12.9%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.3% |
| 7D | -5.2% | -5.8% | +0.6% | -3.1% |
| 30D | -7.0% | -4.8% | -2.1% | -5.3% |
| 3M | +3.3% | +9.2% | -5.9% | -1.0% |
| 6M | -10.0% | -2.5% | -7.5% | -9.8% |
| YTD | -18.5% | +2.6% | -21.0% | -20.2% |
| 1Y | -14.4% | +5.9% | -20.4% | -18.1% |
| 3Y | +3.4% | +14.2% | -10.8% | -10.9% |
| All | +3.4% | +12.9% | -9.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling