+131.6%
PM vs GEHC
+30.8%
+100.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | -1.3% | +19.0% | -20.4% | -2.8% |
| 3M | +6.5% | +13.3% | -6.8% | +5.4% |
| 6M | +7.0% | +31.5% | -24.5% | +4.3% |
| YTD | +25.8% | 0.0% | +25.8% | +25.2% |
| 1Y | +30.9% | +9.4% | +21.5% | +29.3% |
| 3Y | +148.0% | +18.3% | +129.6% | +140.1% |
| All | +131.6% | +30.8% | +100.9% | +122.8% |
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