+190.6%
PSX vs GEHC
+6.6%
+184.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.1% |
| 7D | +2.8% | -5.2% | +8.0% | +3.8% |
| 30D | +27.8% | -7.0% | +34.7% | +29.4% |
| 3M | +42.0% | +3.3% | +38.7% | +40.5% |
| 6M | +58.1% | -10.0% | +68.1% | +60.2% |
| YTD | +105.0% | -18.5% | +123.5% | +113.1% |
| 1Y | +104.9% | -14.4% | +119.3% | +109.5% |
| 3Y | +134.1% | +3.4% | +130.6% | +132.1% |
| All | +190.6% | +6.6% | +184.0% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling