+122.5%
PM vs GEHC
+1.7%
+120.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -4.9% | -4.0% | -0.9% | -4.5% |
| 30D | -3.4% | -2.0% | -1.4% | -3.2% |
| 3M | +5.2% | +8.0% | -2.8% | +4.3% |
| 6M | +3.7% | -12.8% | +16.5% | +4.6% |
| YTD | +15.8% | -15.9% | +31.7% | +17.0% |
| 1Y | +17.4% | -6.9% | +24.3% | +17.5% |
| All | +122.5% | +1.7% | +120.9% | +115.2% |
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 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