+9.2%
ON vs GEHC
+2.6%
+6.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -4.7% | -7.9% | +3.1% | -1.6% |
| 30D | -13.5% | -11.7% | -1.8% | -9.3% |
| 3M | -36.3% | +0.8% | -37.1% | -38.0% |
| 6M | +17.8% | -11.6% | +29.3% | +21.2% |
| YTD | +29.6% | -21.6% | +51.1% | +41.9% |
| 1Y | +45.8% | -15.3% | +61.1% | +53.0% |
| 3Y | -28.3% | -0.5% | -27.8% | -30.7% |
| All | +9.2% | +2.6% | +6.6% | +10.0% |
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