+39.3%
GEHC vs PL
+144.9%
-105.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.5% |
| 7D | +0.8% | +10.0% | -9.3% | +0.1% |
| 30D | +21.3% | -2.3% | +23.6% | +21.2% |
| 3M | +12.6% | -44.2% | +56.8% | +16.5% |
| 6M | +34.3% | -66.1% | +100.4% | +42.6% |
| YTD | +1.4% | -30.0% | +31.4% | 0.0% |
| 1Y | +12.5% | +21.0% | -8.6% | +4.7% |
| 3Y | +19.2% | +516.5% | -497.3% | -11.7% |
| All | +39.3% | +144.9% | -105.6% | +4.4% |
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