-5.0%
IBM vs GEHC
-16.2%
+11.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +4.2% |
| 7D | +3.6% | -7.6% | +11.2% | +6.2% |
| 30D | +1.5% | -10.7% | +12.2% | +5.3% |
| 3M | -12.9% | -1.2% | -11.7% | -12.6% |
| 6M | -3.9% | -13.7% | +9.8% | -0.8% |
| YTD | -17.3% | -20.4% | +3.1% | -12.7% |
| 1Y | -5.0% | -17.0% | +12.1% | -2.3% |
| All | -5.0% | -16.2% | +11.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling