+119.5%
MAR vs GEHC
+2.6%
+116.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -2.1% | -7.9% | +5.8% | +0.4% |
| 30D | -5.7% | -11.7% | +6.0% | -2.1% |
| 3M | -14.6% | +0.8% | -15.4% | -15.5% |
| 6M | +1.3% | -11.6% | +12.9% | +4.3% |
| YTD | +6.7% | -21.6% | +28.3% | +13.9% |
| 1Y | +26.4% | -15.3% | +41.7% | +31.4% |
| 3Y | +64.7% | -0.5% | +65.2% | +59.7% |
| All | +119.5% | +2.6% | +116.9% | +104.5% |
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