+172.1%
GM vs GEHC
-1.1%
+173.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.3% |
| 7D | -1.1% | -7.9% | +6.8% | +1.6% |
| 30D | -3.4% | -11.7% | +8.3% | +0.5% |
| 3M | +8.7% | +0.8% | +7.9% | +7.6% |
| 6M | +15.4% | -11.6% | +27.0% | +19.3% |
| YTD | +6.6% | -21.6% | +28.2% | +14.4% |
| 1Y | +51.5% | -15.3% | +66.8% | +58.3% |
| All | +172.1% | -1.1% | +173.2% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling