+40.3%
GEHC vs PL
+153.0%
-112.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.7% | +5.6% | -1.9% | +3.2% |
| 30D | +27.3% | -16.9% | +44.3% | +28.5% |
| 3M | +14.7% | -38.2% | +53.0% | +17.9% |
| 6M | +31.9% | -63.4% | +95.4% | +39.3% |
| YTD | +2.2% | -27.6% | +29.8% | +0.5% |
| 1Y | +14.1% | +6.6% | +7.5% | +7.5% |
| 3Y | +21.0% | +557.6% | -536.6% | -10.8% |
| All | +40.3% | +153.0% | -112.7% | +5.0% |
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