+2,266.0%
PLTR vs GEHC
+2.6%
+2,263.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.5% |
| 7D | -9.1% | -7.9% | -1.3% | -5.6% |
| 30D | -5.2% | -11.7% | +6.5% | +0.5% |
| 3M | +27.4% | +0.8% | +26.6% | +25.8% |
| 6M | +9.7% | -11.6% | +21.3% | +14.6% |
| YTD | -6.7% | -21.6% | +14.9% | +2.6% |
| 1Y | -0.5% | -15.3% | +14.8% | +3.6% |
| 3Y | +996.2% | -0.5% | +996.7% | +877.9% |
| All | +2,266.0% | +2.6% | +2,263.5% | +1,859.8% |
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