+115.7%
PM vs GEHC
+6.6%
+109.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | -1.3% | -5.2% | +3.9% | -0.8% |
| 30D | -2.6% | -7.0% | +4.4% | -1.9% |
| 3M | +5.8% | +3.3% | +2.5% | +5.4% |
| 6M | +10.6% | -10.0% | +20.6% | +11.2% |
| YTD | +17.2% | -18.5% | +35.6% | +18.7% |
| 1Y | +17.6% | -14.4% | +32.0% | +18.6% |
| 3Y | +124.3% | +3.4% | +120.8% | +120.1% |
| All | +115.7% | +6.6% | +109.1% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling