+283.2%
INTC vs GEHC
+2.6%
+280.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.1% | -5.2% |
| 7D | +9.4% | -7.9% | +17.3% | +11.6% |
| 30D | +2.7% | -11.7% | +14.4% | +5.7% |
| 3M | -6.3% | +0.8% | -7.1% | -7.9% |
| 6M | +114.5% | -11.6% | +126.0% | +118.6% |
| YTD | +171.9% | -21.6% | +193.4% | +188.8% |
| 1Y | +305.0% | -15.3% | +320.3% | +315.9% |
| 3Y | +168.3% | -0.5% | +168.8% | +159.1% |
| All | +283.2% | +2.6% | +280.6% | +259.0% |
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