+38.6%
GEHC vs P
+253.2%
-214.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.6% |
| 7D | -3.7% | -4.7% | +1.0% | -3.5% |
| 30D | +22.0% | -31.4% | +53.4% | +25.1% |
| 3M | +13.6% | -2.6% | +16.2% | +12.8% |
| 6M | +34.0% | +21.9% | +12.1% | +29.9% |
| YTD | +0.9% | +58.9% | -58.0% | -5.9% |
| 1Y | +12.7% | +21.7% | -9.0% | +7.4% |
| 3Y | +19.4% | +193.3% | -173.9% | -2.4% |
| All | +38.6% | +253.2% | -214.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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