+119.6%
MSFT vs GEHC
+31.6%
+88.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +1.7% | +7.6% | -5.9% | +0.5% |
| 30D | +0.2% | +27.5% | -27.3% | -3.8% |
| 3M | +6.4% | +17.2% | -10.9% | +3.5% |
| 6M | +28.7% | +33.6% | -4.9% | +22.0% |
| YTD | +10.4% | +0.6% | +9.8% | +9.6% |
| 1Y | +7.6% | +11.3% | -3.7% | +4.5% |
| 3Y | +52.3% | +16.5% | +35.8% | +42.7% |
| All | +119.6% | +31.6% | +88.0% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling