+99.0%
IBM vs GEHC
+32.6%
+66.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +9.2% | +21.3% | -12.1% | +4.3% |
| 3M | +4.9% | +12.6% | -7.6% | +1.9% |
| 6M | +16.8% | +34.3% | -17.5% | +9.1% |
| YTD | -14.3% | +1.4% | -15.7% | -15.5% |
| 1Y | -16.7% | +12.5% | -29.2% | -19.7% |
| 3Y | +82.2% | +19.2% | +63.0% | +73.5% |
| All | +99.0% | +32.6% | +66.4% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling