+37.3%
GEHC vs PL
+146.5%
-109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.7% |
| 7D | -2.3% | +22.3% | -24.5% | -3.6% |
| 30D | +19.0% | -8.3% | +27.3% | +19.4% |
| 3M | +13.3% | -43.3% | +56.6% | +17.1% |
| 6M | +31.5% | -65.8% | +97.4% | +39.6% |
| YTD | 0.0% | -29.5% | +29.5% | -1.5% |
| 1Y | +9.4% | +11.7% | -2.4% | +2.6% |
| 3Y | +18.3% | +540.6% | -522.2% | -12.6% |
| All | +37.3% | +146.5% | -109.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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