+190.1%
PSX vs GEHC
+32.0%
+158.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.4% | +3.4% |
| 7D | -0.4% | -3.7% | +3.4% | +0.3% |
| 30D | -8.1% | +22.0% | -30.1% | -11.4% |
| 3M | +15.9% | +13.6% | +2.3% | +13.1% |
| 6M | +49.4% | +34.0% | +15.3% | +40.4% |
| YTD | +104.7% | +0.9% | +103.8% | +104.4% |
| 1Y | +89.1% | +12.7% | +76.3% | +82.9% |
| 3Y | +151.7% | +19.4% | +132.3% | +140.7% |
| All | +190.1% | +32.0% | +158.1% | +172.7% |
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