+271.2%
GOOG vs GEHC
+6.6%
+264.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | +1.1% | -5.2% | +6.3% | +2.3% |
| 30D | -5.1% | -7.0% | +1.9% | -3.5% |
| 3M | -7.1% | +3.3% | -10.4% | -8.3% |
| 6M | +12.7% | -10.0% | +22.6% | +14.6% |
| YTD | +7.1% | -18.5% | +25.6% | +11.5% |
| 1Y | +43.6% | -14.4% | +58.0% | +47.4% |
| 3Y | +146.8% | +3.4% | +143.3% | +135.8% |
| All | +271.2% | +6.6% | +264.6% | +247.4% |
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