-27.4%
ON vs GEHC
+1.8%
-29.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.2% |
| 7D | -2.2% | -5.2% | +3.0% | 0.0% |
| 30D | -12.4% | -7.0% | -5.5% | -10.0% |
| 3M | -41.2% | +3.3% | -44.5% | -43.3% |
| 6M | +25.0% | -10.0% | +35.0% | +28.6% |
| YTD | +31.3% | -18.5% | +49.7% | +43.0% |
| 1Y | +45.4% | -14.4% | +59.8% | +53.4% |
| 3Y | -27.4% | +3.4% | -30.8% | -31.7% |
| All | -27.4% | +1.8% | -29.2% | -31.7% |
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 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