+265.7%
GOOG vs GEHC
+2.6%
+263.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -2.5% | -7.9% | +5.4% | -0.6% |
| 30D | -3.6% | -11.7% | +8.1% | -0.8% |
| 3M | -6.4% | +0.8% | -7.2% | -7.2% |
| 6M | +7.8% | -11.6% | +19.4% | +10.1% |
| YTD | +5.5% | -21.6% | +27.1% | +10.9% |
| 1Y | +38.3% | -15.3% | +53.6% | +42.3% |
| 3Y | +143.1% | -0.5% | +143.6% | +134.4% |
| All | +265.7% | +2.6% | +263.1% | +245.3% |
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