+145.5%
MO vs GEHC
+20.0%
+125.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +3.3% | +0.8% | +2.5% | +3.3% |
| 30D | +7.5% | +21.3% | -13.8% | +6.8% |
| 3M | +22.8% | +12.6% | +10.2% | +22.2% |
| 6M | +13.4% | +34.3% | -20.9% | +12.3% |
| YTD | +43.0% | +1.4% | +41.6% | +42.1% |
| 1Y | +45.2% | +12.5% | +32.8% | +43.9% |
| 3Y | +145.5% | +19.2% | +126.3% | +139.2% |
| All | +145.5% | +20.0% | +125.6% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling