-3.5%
GEHC vs OSCR
+401.8%
-405.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -7.2% | +1.6% | -8.8% | -7.3% |
| 30D | -11.6% | +10.7% | -22.2% | -12.4% |
| 3M | -0.8% | +13.4% | -14.2% | -2.3% |
| 6M | -11.9% | +144.6% | -156.5% | -19.4% |
| YTD | -21.9% | +128.0% | -150.0% | -28.3% |
| 1Y | -17.8% | +68.7% | -86.5% | -23.2% |
| 3Y | -3.5% | +398.8% | -402.3% | -19.1% |
| All | -3.5% | +401.8% | -405.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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