+186.3%
MAR vs GEHC
+32.0%
+154.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +1.0% | -3.7% | +4.8% | +2.2% |
| 30D | +16.2% | +22.0% | -5.8% | +9.3% |
| 3M | +23.1% | +13.6% | +9.4% | +18.2% |
| 6M | +22.0% | +34.0% | -12.1% | +10.4% |
| YTD | +39.2% | +0.9% | +38.3% | +37.5% |
| 1Y | +48.3% | +12.7% | +35.5% | +41.2% |
| 3Y | +123.4% | +19.4% | +103.9% | +103.8% |
| All | +186.3% | +32.0% | +154.3% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling