+457.5%
META vs GEHC
+34.3%
+423.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.5% |
| 7D | +5.7% | +5.6% | +0.1% | +4.0% |
| 30D | -10.8% | +27.9% | -38.6% | -17.2% |
| 3M | +8.4% | +17.1% | -8.7% | +3.2% |
| 6M | +5.4% | +32.5% | -27.2% | -4.0% |
| YTD | -2.6% | +2.7% | -5.2% | -4.1% |
| 1Y | +3.5% | +15.3% | -11.7% | -2.4% |
| 3Y | +102.0% | +23.7% | +78.3% | +81.6% |
| All | +457.5% | +34.3% | +423.2% | +405.5% |
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