+286.3%
GLW vs GEHC
+34.3%
+252.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +9.0% |
| 7D | -5.9% | +5.6% | -11.5% | -6.6% |
| 30D | -26.0% | +27.9% | -53.9% | -28.7% |
| 3M | -29.9% | +17.1% | -47.0% | -31.6% |
| 6M | -37.8% | +32.5% | -70.3% | -41.2% |
| YTD | +33.1% | +2.7% | +30.5% | +33.1% |
| 1Y | +36.8% | +15.3% | +21.6% | +32.9% |
| 3Y | +356.1% | +23.7% | +332.4% | +323.0% |
| All | +286.3% | +34.3% | +252.1% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling