+106.8%
MSFT vs GEHC
+10.0%
+96.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -2.7% | -4.0% | +1.3% | -2.0% |
| 30D | +2.7% | -2.0% | +4.7% | +3.0% |
| 3M | +17.0% | +8.0% | +9.0% | +15.0% |
| 6M | +23.8% | -12.8% | +36.6% | +26.1% |
| YTD | +4.0% | -15.9% | +19.9% | +6.4% |
| 1Y | -0.8% | -6.9% | +6.1% | -0.9% |
| 3Y | +55.6% | 0.0% | +55.6% | +49.2% |
| All | +106.8% | +10.0% | +96.8% | +98.7% |
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