+276.1%
GOOGL vs GEHC
+10.0%
+266.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.3% | -4.0% | +1.7% | -1.3% |
| 30D | -6.6% | -2.0% | -4.6% | -6.1% |
| 3M | -8.9% | +8.0% | -16.9% | -11.1% |
| 6M | +11.9% | -12.8% | +24.6% | +14.8% |
| YTD | +8.3% | -15.9% | +24.3% | +12.1% |
| 1Y | +46.2% | -6.9% | +53.1% | +47.0% |
| 3Y | +151.9% | 0.0% | +151.9% | +142.8% |
| All | +276.1% | +10.0% | +266.1% | +248.9% |
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 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