+35.4%
GLW vs GEHC
+11.3%
+24.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | +15.5% | -2.3% | +17.8% | +15.3% |
| 30D | -19.6% | +19.0% | -38.6% | -17.9% |
| 3M | -28.5% | +13.3% | -41.8% | -27.2% |
| 6M | -39.5% | +31.5% | -71.0% | -38.5% |
| YTD | +37.2% | 0.0% | +37.2% | +43.8% |
| 1Y | +35.4% | +9.4% | +26.1% | +41.7% |
| All | +35.4% | +11.3% | +24.2% | +41.7% |
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 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