+12.0%
GEHC vs PBR
+282.2%
-270.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -3.3% |
| 7D | -5.2% | +2.5% | -7.6% | -5.4% |
| 30D | -7.0% | +19.4% | -26.3% | -8.5% |
| 3M | +3.3% | +20.8% | -17.5% | +1.3% |
| 6M | -10.0% | +23.5% | -33.5% | -12.8% |
| YTD | -18.5% | +83.4% | -101.9% | -26.0% |
| 1Y | -14.4% | +77.6% | -92.0% | -22.2% |
| 3Y | +3.4% | +99.9% | -96.4% | -7.9% |
| All | +12.0% | +282.2% | -270.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling