+414.1%
GLW vs GEHC
+10.0%
+404.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.9% |
| 7D | +3.8% | -4.0% | +7.8% | +4.5% |
| 30D | -1.3% | -2.0% | +0.6% | -1.2% |
| 3M | -21.8% | +8.0% | -29.8% | -23.6% |
| 6M | +6.9% | -12.8% | +19.7% | +9.7% |
| YTD | +77.2% | -15.9% | +93.1% | +82.6% |
| 1Y | +123.2% | -6.9% | +130.2% | +123.8% |
| 3Y | +400.0% | 0.0% | +400.0% | +379.2% |
| All | +414.1% | +10.0% | +404.1% | +370.5% |
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