+9.3%
GEHC vs PPG
-10.6%
+19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.1% |
| 7D | -7.6% | -3.7% | -3.9% | -5.7% |
| 30D | -10.7% | -7.2% | -3.4% | -6.9% |
| 3M | -1.2% | -7.3% | +6.1% | +1.8% |
| 6M | -13.7% | +0.3% | -14.0% | -15.5% |
| YTD | -20.4% | +6.5% | -27.0% | -25.2% |
| 1Y | -17.0% | +0.5% | -17.6% | -19.4% |
| 3Y | +0.9% | -15.3% | +16.2% | +4.2% |
| All | +9.3% | -10.6% | +19.9% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling