-3.1%
GEHC vs PBR
+101.4%
-104.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | -7.9% | +4.2% | -12.1% | -8.2% |
| 30D | -11.7% | +22.7% | -34.4% | -13.4% |
| 3M | +0.8% | +21.5% | -20.7% | -1.1% |
| 6M | -11.6% | +24.0% | -35.6% | -14.6% |
| YTD | -21.6% | +88.2% | -109.8% | -30.1% |
| 1Y | -15.3% | +74.8% | -90.1% | -23.7% |
| All | -3.1% | +101.4% | -104.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling