+30.3%
O vs GEHC
+1.8%
+28.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | 0.0% |
| 7D | -0.6% | -5.2% | +4.6% | +0.2% |
| 30D | -2.0% | -7.0% | +5.0% | -1.0% |
| 3M | +3.0% | +3.3% | -0.3% | +2.3% |
| 6M | -3.6% | -10.0% | +6.4% | -2.7% |
| YTD | +12.1% | -18.5% | +30.5% | +14.7% |
| 1Y | +8.9% | -14.4% | +23.3% | +10.5% |
| 3Y | +30.3% | +3.4% | +26.9% | +20.6% |
| All | +30.3% | +1.8% | +28.5% | +20.6% |
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