+293.2%
INTC vs GEHC
+2.1%
+291.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +7.5% | -7.2% | +14.6% | +9.3% |
| 30D | +2.0% | -11.6% | +13.5% | +4.9% |
| 3M | -12.0% | -0.8% | -11.1% | -13.1% |
| 6M | +114.5% | -11.9% | +126.5% | +118.9% |
| YTD | +179.0% | -21.9% | +200.9% | +196.7% |
| 1Y | +318.3% | -17.8% | +336.1% | +334.7% |
| 3Y | +171.2% | -3.5% | +174.8% | +163.4% |
| All | +293.2% | +2.1% | +291.1% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling