+67.6%
MA vs GEHC
+4.1%
+63.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -3.5% | -7.6% | +4.1% | -1.9% |
| 30D | +0.8% | -10.7% | +11.4% | +3.1% |
| 3M | +14.8% | -1.2% | +16.0% | +14.6% |
| 6M | +10.0% | -13.7% | +23.7% | +12.8% |
| YTD | -0.1% | -20.4% | +20.3% | +4.3% |
| 1Y | -2.2% | -17.0% | +14.8% | +0.9% |
| 3Y | +39.3% | +0.9% | +38.3% | +34.5% |
| All | +67.6% | +4.1% | +63.6% | +59.9% |
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