-2.2%
MA vs GEHC
-4.8%
+2.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | -4.0% | +1.3% | -2.2% |
| 30D | +1.5% | -2.0% | +3.5% | +1.8% |
| 3M | +20.4% | +8.0% | +12.5% | +18.8% |
| 6M | +11.1% | -12.8% | +23.9% | +14.6% |
| YTD | +2.0% | -15.9% | +17.9% | +6.2% |
| 1Y | -2.2% | -6.9% | +4.8% | -0.8% |
| All | -2.2% | -4.8% | +2.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling