+7.2%
GEHC vs PBR
+289.0%
-281.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -7.2% | +5.4% | -12.5% | -7.6% |
| 30D | -11.6% | +22.9% | -34.4% | -13.3% |
| 3M | -0.8% | +19.6% | -20.5% | -2.6% |
| 6M | -11.9% | +16.5% | -28.4% | -13.9% |
| YTD | -21.9% | +86.7% | -108.6% | -29.3% |
| 1Y | -17.8% | +74.7% | -92.6% | -25.0% |
| 3Y | -3.5% | +102.6% | -106.1% | -14.2% |
| All | +7.2% | +289.0% | -281.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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