-0.5%
MSFT vs GEHC
-16.2%
+15.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -1.0% | -7.6% | +6.6% | -0.6% |
| 30D | -2.7% | -10.7% | +8.0% | -2.1% |
| 3M | +22.1% | -1.2% | +23.3% | +21.5% |
| 6M | +20.6% | -13.7% | +34.3% | +20.5% |
| YTD | +2.3% | -20.4% | +22.7% | +2.1% |
| 1Y | -0.5% | -17.0% | +16.5% | -1.0% |
| All | -0.5% | -16.2% | +15.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling