+85.6%
IBM vs GEHC
+6.6%
+79.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.5% |
| 7D | +0.3% | -5.2% | +5.5% | +1.6% |
| 30D | -1.5% | -7.0% | +5.5% | +0.2% |
| 3M | -16.8% | +3.3% | -20.1% | -17.3% |
| 6M | -9.0% | -10.0% | +1.0% | -7.4% |
| YTD | -20.1% | -18.5% | -1.6% | -17.0% |
| 1Y | -7.0% | -14.4% | +7.4% | -4.6% |
| 3Y | +72.4% | +3.4% | +69.0% | +72.1% |
| All | +85.6% | +6.6% | +79.0% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling