+1.6%
PG vs GEHC
-1.6%
+3.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -7.2% | +6.4% | 0.0% |
| 30D | +0.8% | -11.6% | +12.4% | +2.2% |
| 3M | -1.3% | -0.8% | -0.5% | -1.4% |
| 6M | -3.8% | -11.9% | +8.1% | -2.9% |
| YTD | +3.6% | -21.9% | +25.6% | +5.8% |
| 1Y | -5.7% | -17.8% | +12.1% | -4.3% |
| 3Y | +1.6% | -3.5% | +5.1% | +0.4% |
| All | +1.6% | -1.6% | +3.2% | +0.4% |
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