+425.9%
META vs GEHC
+33.8%
+392.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.3% |
| 7D | -3.1% | +9.6% | -12.7% | -5.7% |
| 30D | -18.1% | +29.4% | -47.5% | -24.3% |
| 3M | +2.9% | +19.3% | -16.4% | -2.7% |
| 6M | +0.2% | +37.4% | -37.2% | -9.9% |
| YTD | -8.1% | +2.3% | -10.4% | -9.5% |
| 1Y | -4.5% | +11.0% | -15.5% | -8.8% |
| 3Y | +94.2% | +17.6% | +76.5% | +77.2% |
| All | +425.9% | +33.8% | +392.1% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling