+2.6%
META vs GEHC
+10.3%
-7.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +3.1% | -2.3% | +5.3% | +3.4% |
| 30D | -18.2% | +19.0% | -37.3% | -20.2% |
| 3M | +7.8% | +13.3% | -5.5% | +5.9% |
| 6M | +3.6% | +31.5% | -27.9% | -0.7% |
| YTD | -5.3% | 0.0% | -5.3% | -5.0% |
| All | +2.6% | +10.3% | -7.7% | +0.7% |
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