+74.7%
IBM vs GEHC
+1.7%
+73.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.3% | -4.0% | +3.7% | +0.8% |
| 30D | +0.3% | -2.0% | +2.2% | +0.8% |
| 3M | -21.6% | +8.0% | -29.6% | -23.1% |
| 6M | -4.7% | -12.8% | +8.1% | -2.0% |
| YTD | -19.1% | -15.9% | -3.2% | -16.0% |
| 1Y | -2.5% | -6.9% | +4.4% | -1.6% |
| All | +74.7% | +1.7% | +73.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling