-1.1%
META vs GEHC
+9.4%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -0.8% | +7.6% | -8.4% | -1.7% |
| 30D | -15.4% | +27.5% | -42.9% | -18.3% |
| 3M | +3.5% | +17.2% | -13.7% | +1.2% |
| 6M | -0.3% | +33.6% | -33.9% | -4.5% |
| YTD | -7.3% | +0.6% | -8.0% | -7.4% |
| 1Y | -1.1% | +11.3% | -12.4% | -1.4% |
| All | -1.1% | +9.4% | -10.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling