+95.9%
IBM vs GEHC
+31.6%
+64.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -5.0% | +7.6% | -12.6% | -6.6% |
| 30D | +11.1% | +27.5% | -16.4% | +4.9% |
| 3M | +5.7% | +17.2% | -11.5% | +1.7% |
| 6M | +10.1% | +33.6% | -23.5% | +3.0% |
| YTD | -15.6% | +0.6% | -16.2% | -16.7% |
| 1Y | -19.5% | +11.3% | -30.8% | -22.2% |
| 3Y | +80.4% | +16.5% | +63.9% | +72.2% |
| All | +95.9% | +31.6% | +64.3% | +80.3% |
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 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