+38.2%
GEHC vs PL
+122.5%
-84.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -2.3% |
| 7D | +7.6% | -6.8% | +14.4% | +7.9% |
| 30D | +27.5% | -29.3% | +56.8% | +30.0% |
| 3M | +17.2% | -44.8% | +62.0% | +21.4% |
| 6M | +33.6% | -68.4% | +102.0% | +42.3% |
| YTD | +0.6% | -36.4% | +37.0% | -0.2% |
| 1Y | +11.3% | +0.7% | +10.6% | +5.1% |
| 3Y | +16.5% | +455.3% | -438.8% | -13.1% |
| All | +38.2% | +122.5% | -84.3% | +4.3% |
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