+141.8%
MS vs GEHC
+33.6%
+108.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.8% | +3.7% | -2.9% | -0.1% |
| 30D | -0.7% | +27.3% | -28.0% | -6.5% |
| 3M | -12.4% | +14.7% | -27.1% | -15.4% |
| 6M | -1.7% | +31.9% | -33.7% | -9.3% |
| YTD | +8.0% | +2.2% | +5.9% | +7.0% |
| 1Y | +16.2% | +14.1% | +2.1% | +11.2% |
| 3Y | +171.3% | +21.0% | +150.3% | +148.1% |
| All | +141.8% | +33.6% | +108.2% | +124.6% |
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