+144.0%
PSX vs GEHC
+22.7%
+121.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -7.8% | +3.7% | -11.5% | -8.5% |
| 30D | -9.9% | +27.3% | -37.2% | -14.4% |
| 3M | +16.9% | +14.7% | +2.2% | +13.5% |
| 6M | +48.0% | +31.9% | +16.0% | +38.2% |
| YTD | +98.3% | +2.2% | +96.2% | +98.4% |
| 1Y | +86.2% | +14.1% | +72.1% | +78.6% |
| 3Y | +144.0% | +21.0% | +123.0% | +130.4% |
| All | +144.0% | +22.7% | +121.3% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling