+16.5%
GEHC vs P
+175.5%
-159.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -1.9% |
| 7D | +7.6% | -23.8% | +31.4% | +9.4% |
| 30D | +27.5% | -36.6% | +64.1% | +31.2% |
| 3M | +17.2% | +10.9% | +6.4% | +14.9% |
| 6M | +33.6% | +30.0% | +3.6% | +27.9% |
| YTD | +0.6% | +44.4% | -43.7% | -5.5% |
| 1Y | +11.3% | +3.9% | +7.4% | +7.8% |
| 3Y | +16.5% | +176.6% | -160.1% | -4.3% |
| All | +16.5% | +175.5% | -159.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling