+136.4%
GM vs GEHC
+2.1%
+134.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -7.2% | +4.7% | -0.3% |
| 30D | -1.1% | -11.6% | +10.4% | +2.5% |
| 3M | +6.1% | -0.8% | +7.0% | +5.7% |
| 6M | +15.0% | -11.9% | +26.9% | +18.5% |
| YTD | +6.0% | -21.9% | +27.9% | +13.1% |
| 1Y | +47.1% | -17.8% | +64.9% | +54.4% |
| 3Y | +170.5% | -3.5% | +174.0% | +166.5% |
| All | +136.4% | +2.1% | +134.3% | +126.9% |
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 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