+109.0%
MMM vs GEHC
+34.3%
+74.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +5.8% | +5.6% | +0.1% | +4.3% |
| 30D | +17.9% | +27.9% | -10.0% | +10.6% |
| 3M | +3.6% | +17.1% | -13.6% | -0.7% |
| 6M | +32.9% | +32.5% | +0.4% | +22.5% |
| YTD | +19.5% | +2.7% | +16.8% | +18.0% |
| 1Y | +16.5% | +15.3% | +1.3% | +11.3% |
| 3Y | +167.2% | +23.7% | +143.5% | +143.4% |
| All | +109.0% | +34.3% | +74.7% | +84.8% |
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