+8.3%
ON vs GEHC
+33.6%
-25.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.1% | +3.7% | -7.8% | -5.4% |
| 30D | -10.2% | +27.3% | -37.5% | -18.3% |
| 3M | -12.7% | +14.7% | -27.5% | -17.5% |
| 6M | -32.5% | +31.9% | -64.5% | -41.1% |
| YTD | +28.6% | +2.2% | +26.4% | +26.8% |
| 1Y | +43.4% | +14.1% | +29.3% | +33.3% |
| 3Y | +3.3% | +21.0% | -17.7% | -8.1% |
| All | +8.3% | +33.6% | -25.3% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling