-2.7%
MA vs GEHC
-15.7%
+12.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.7% | -7.2% | +5.4% | -0.7% |
| 30D | +1.7% | -11.6% | +13.2% | +3.4% |
| 3M | +17.2% | -0.8% | +18.0% | +16.9% |
| 6M | +13.3% | -11.9% | +25.2% | +15.7% |
| YTD | +0.2% | -21.9% | +22.1% | +5.7% |
| 1Y | -2.7% | -17.8% | +15.1% | +0.8% |
| All | -2.7% | -15.7% | +12.9% | +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