+133.1%
PM vs GEHC
+31.6%
+101.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.2% | +7.6% | -12.8% | -5.8% |
| 30D | +2.7% | +27.5% | -24.8% | +0.6% |
| 3M | +6.1% | +17.2% | -11.1% | +4.7% |
| 6M | +18.0% | +33.6% | -15.6% | +14.9% |
| YTD | +26.6% | +0.6% | +25.9% | +25.9% |
| 1Y | +36.7% | +11.3% | +25.4% | +34.8% |
| 3Y | +146.0% | +16.5% | +129.5% | +138.5% |
| All | +133.1% | +31.6% | +101.5% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling