+123.2%
GLW vs GEHC
-4.8%
+128.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.6% |
| 7D | +3.8% | -4.0% | +7.8% | +3.7% |
| 30D | -1.3% | -2.0% | +0.6% | -1.5% |
| 3M | -21.8% | +8.0% | -29.8% | -22.0% |
| 6M | +6.9% | -12.8% | +19.7% | +11.0% |
| YTD | +77.2% | -15.9% | +93.1% | +83.1% |
| 1Y | +123.2% | -6.9% | +130.2% | +126.0% |
| All | +123.2% | -4.8% | +128.1% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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