+7.2%
GEHC vs PPG
-12.0%
+19.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -7.2% | -6.2% | -0.9% | -3.8% |
| 30D | -11.6% | -7.9% | -3.6% | -7.4% |
| 3M | -0.8% | -10.2% | +9.4% | +4.1% |
| 6M | -11.9% | +2.7% | -14.6% | -15.0% |
| YTD | -21.9% | +4.9% | -26.8% | -26.0% |
| 1Y | -17.8% | -3.2% | -14.6% | -18.4% |
| 3Y | -3.5% | -17.0% | +13.5% | +0.6% |
| All | +7.2% | -12.0% | +19.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling