+31.2%
PM vs GEHC
+10.3%
+20.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | -1.3% | +19.0% | -20.4% | -3.2% |
| 3M | +6.5% | +13.3% | -6.8% | +5.1% |
| 6M | +7.0% | +31.5% | -24.5% | +3.5% |
| YTD | +25.8% | 0.0% | +25.8% | +25.2% |
| All | +31.2% | +10.3% | +20.9% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling