+452.9%
GLW vs GEHC
+6.6%
+446.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.6% | +8.0% |
| 7D | +14.0% | -5.2% | +19.2% | +14.9% |
| 30D | +0.4% | -7.0% | +7.3% | +1.4% |
| 3M | -11.3% | +3.3% | -14.7% | -12.7% |
| 6M | +35.1% | -10.0% | +45.1% | +37.1% |
| YTD | +90.5% | -18.5% | +109.0% | +97.3% |
| 1Y | +132.0% | -14.4% | +146.4% | +136.8% |
| 3Y | +463.3% | +3.4% | +459.9% | +436.1% |
| All | +452.9% | +6.6% | +446.3% | +408.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling