+51.2%
MSFT vs GEHC
+1.8%
+49.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.7% |
| 7D | -1.4% | -5.2% | +3.8% | -0.6% |
| 30D | -1.0% | -7.0% | +5.9% | 0.0% |
| 3M | +20.2% | +3.3% | +16.9% | +19.1% |
| 6M | +21.3% | -10.0% | +31.3% | +22.6% |
| YTD | +2.8% | -18.5% | +21.3% | +5.5% |
| 1Y | 0.0% | -14.4% | +14.4% | +1.3% |
| 3Y | +51.2% | +3.4% | +47.8% | +44.6% |
| All | +51.2% | +1.8% | +49.4% | +44.6% |
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 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