+15.7%
GEHC vs PPG
+38.5%
-22.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.0% | +1.4% | +4.0% |
| 7D | +13.2% | +7.5% | +5.7% | +9.4% |
| 30D | +30.6% | +20.9% | +9.7% | +19.7% |
| 3M | +22.2% | +8.7% | +13.5% | +17.3% |
| 6M | +40.8% | +23.8% | +17.0% | +22.5% |
| YTD | +4.8% | +26.5% | -21.7% | -12.7% |
| 1Y | +15.7% | +37.6% | -21.9% | -9.6% |
| All | +15.7% | +38.5% | -22.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling