+182.3%
MAR vs GEHC
+32.6%
+149.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +13.8% | +21.3% | -7.5% | +7.2% |
| 3M | +20.3% | +12.6% | +7.7% | +15.8% |
| 6M | +21.3% | +34.3% | -13.0% | +9.8% |
| YTD | +37.2% | +1.4% | +35.8% | +35.4% |
| 1Y | +48.4% | +12.5% | +36.0% | +41.5% |
| 3Y | +120.1% | +19.2% | +100.9% | +100.8% |
| All | +182.3% | +32.6% | +149.6% | +143.0% |
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