+15.7%
ON vs GEHC
+10.0%
+5.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +2.4% | -4.0% | +6.4% | +4.1% |
| 30D | -3.3% | -2.0% | -1.3% | -2.7% |
| 3M | -43.6% | +8.0% | -51.5% | -46.6% |
| 6M | +19.0% | -12.8% | +31.7% | +24.6% |
| YTD | +37.4% | -15.9% | +53.3% | +46.4% |
| 1Y | +54.8% | -6.9% | +61.7% | +55.9% |
| 3Y | -25.2% | 0.0% | -25.1% | -28.1% |
| All | +15.7% | +10.0% | +5.8% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling