+281.0%
GLW vs GEHC
+32.6%
+248.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.5% |
| 7D | +7.7% | +0.8% | +7.0% | +7.6% |
| 30D | -18.8% | +21.3% | -40.2% | -21.2% |
| 3M | -27.7% | +12.6% | -40.3% | -29.0% |
| 6M | -44.4% | +34.3% | -78.7% | -47.7% |
| YTD | +31.3% | +1.4% | +29.9% | +31.4% |
| 1Y | +40.0% | +12.5% | +27.6% | +36.6% |
| 3Y | +339.2% | +19.2% | +320.0% | +309.9% |
| All | +281.0% | +32.6% | +248.3% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling