+65.2%
LIN vs GEHC
+34.3%
+30.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | +0.1% | +5.6% | -5.5% | -0.9% |
| 30D | +7.6% | +27.9% | -20.3% | +2.6% |
| 3M | +6.5% | +17.1% | -10.6% | +3.3% |
| 6M | +6.2% | +32.5% | -26.4% | +0.3% |
| YTD | +23.2% | +2.7% | +20.6% | +22.0% |
| 1Y | +25.4% | +15.3% | +10.2% | +20.9% |
| 3Y | +38.3% | +23.7% | +14.6% | +28.8% |
| All | +65.2% | +34.3% | +30.9% | +48.6% |
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