+71.1%
MA vs GEHC
+10.0%
+61.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | -4.0% | +1.3% | -1.9% |
| 30D | +1.5% | -2.0% | +3.5% | +1.9% |
| 3M | +20.4% | +8.0% | +12.5% | +18.1% |
| 6M | +11.1% | -12.8% | +23.9% | +13.9% |
| YTD | +2.0% | -15.9% | +17.9% | +5.3% |
| 1Y | -2.2% | -6.9% | +4.8% | -1.6% |
| 3Y | +41.9% | 0.0% | +41.9% | +37.2% |
| All | +71.1% | +10.0% | +61.1% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling