+161.8%
NFLX vs GEHC
+4.1%
+157.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -8.1% | -7.6% | -0.5% | -6.7% |
| 30D | -0.3% | -10.7% | +10.3% | +1.8% |
| 3M | -6.6% | -1.2% | -5.4% | -6.4% |
| 6M | -22.7% | -13.7% | -8.9% | -21.0% |
| YTD | -18.9% | -20.4% | +1.5% | -16.1% |
| 1Y | -39.8% | -17.0% | -22.8% | -38.4% |
| 3Y | +71.7% | +0.9% | +70.8% | +63.8% |
| All | +161.8% | +4.1% | +157.7% | +139.2% |
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