+194.9%
PSX vs GEHC
+30.8%
+164.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | +6.4% | -2.3% | +8.7% | +6.8% |
| 30D | -10.2% | +19.0% | -29.2% | -13.0% |
| 3M | +17.2% | +13.3% | +3.9% | +14.4% |
| 6M | +51.8% | +31.5% | +20.2% | +43.2% |
| YTD | +108.0% | 0.0% | +108.0% | +108.1% |
| 1Y | +96.1% | +9.4% | +86.8% | +91.2% |
| 3Y | +155.9% | +18.3% | +137.5% | +145.0% |
| All | +194.9% | +30.8% | +164.1% | +177.5% |
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