+96.5%
MO vs GEHC
+2.1%
+94.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | -7.2% | +7.3% | +0.4% |
| 30D | +7.1% | -11.6% | +18.7% | +7.7% |
| 3M | -2.0% | -0.8% | -1.1% | -1.9% |
| 6M | +7.3% | -11.9% | +19.2% | +7.5% |
| YTD | +23.5% | -21.9% | +45.4% | +24.1% |
| 1Y | +11.0% | -17.8% | +28.8% | +11.4% |
| 3Y | +95.0% | -3.5% | +98.5% | +91.9% |
| All | +96.5% | +2.1% | +94.4% | +90.8% |
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 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