+197.1%
PSX vs GEHC
+32.6%
+164.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +7.8% | +0.8% | +7.0% | +7.7% |
| 30D | -10.9% | +21.3% | -32.2% | -14.0% |
| 3M | +14.5% | +12.6% | +1.9% | +11.9% |
| 6M | +56.1% | +34.3% | +21.8% | +46.7% |
| YTD | +109.6% | +1.4% | +108.2% | +109.2% |
| 1Y | +95.5% | +12.5% | +83.1% | +89.4% |
| 3Y | +156.2% | +19.2% | +137.0% | +144.9% |
| All | +197.1% | +32.6% | +164.4% | +179.0% |
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