+87.8%
IBM vs GEHC
+10.0%
+77.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.3% | -4.0% | +3.7% | +0.7% |
| 30D | +0.3% | -2.0% | +2.2% | +0.8% |
| 3M | -21.6% | +8.0% | -29.6% | -22.9% |
| 6M | -4.7% | -12.8% | +8.1% | -2.5% |
| YTD | -19.1% | -15.9% | -3.2% | -16.6% |
| 1Y | -2.5% | -6.9% | +4.4% | -1.7% |
| 3Y | +74.2% | 0.0% | +74.2% | +73.2% |
| All | +87.8% | +10.0% | +77.9% | +80.5% |
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