+37.3%
GEHC vs P
+265.2%
-227.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.2% |
| 7D | -2.3% | +17.8% | -20.1% | -3.5% |
| 30D | +19.0% | -29.9% | +48.9% | +21.8% |
| 3M | +13.3% | -1.2% | +14.5% | +12.4% |
| 6M | +31.5% | +32.1% | -0.6% | +26.5% |
| YTD | 0.0% | +64.3% | -64.3% | -7.0% |
| 1Y | +9.4% | +24.3% | -14.9% | +4.1% |
| 3Y | +18.3% | +203.2% | -184.9% | -3.5% |
| All | +37.3% | +265.2% | -227.9% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling