+1,855.6%
MU vs GEHC
+6.6%
+1,849.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | +7.2% | -5.2% | +12.3% | +9.0% |
| 30D | +14.0% | -7.0% | +20.9% | +16.6% |
| 3M | +5.4% | +3.3% | +2.1% | +1.9% |
| 6M | +170.3% | -10.0% | +180.3% | +176.2% |
| YTD | +250.7% | -18.5% | +269.1% | +274.2% |
| 1Y | +662.1% | -14.4% | +676.5% | +690.6% |
| 3Y | +1,341.2% | +3.4% | +1,337.8% | +1,277.3% |
| All | +1,855.6% | +6.6% | +1,849.0% | +1,665.4% |
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