+121.1%
MAR vs GEHC
+4.1%
+117.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | -0.5% | -7.6% | +7.2% | +1.9% |
| 30D | -4.7% | -10.7% | +6.0% | -1.4% |
| 3M | -15.6% | -1.2% | -14.4% | -15.9% |
| 6M | +1.2% | -13.7% | +15.0% | +5.0% |
| YTD | +7.5% | -20.4% | +27.9% | +14.3% |
| 1Y | +26.6% | -17.0% | +43.7% | +32.5% |
| 3Y | +66.0% | +0.9% | +65.0% | +60.2% |
| All | +121.1% | +4.1% | +117.1% | +105.2% |
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