+15.5%
GEHC vs WM
+39.9%
-24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -2.0% | -2.4% | +0.4% | -1.3% |
| 3M | +8.0% | +0.4% | +7.6% | +7.8% |
| 6M | -12.8% | -9.5% | -3.3% | -10.3% |
| YTD | -15.9% | +0.5% | -16.4% | -16.7% |
| 1Y | -6.9% | -1.1% | -5.8% | -7.3% |
| 3Y | 0.0% | +46.0% | -46.1% | -12.8% |
| All | +15.5% | +39.9% | -24.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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