+186.1%
PSX vs GEHC
+10.0%
+176.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.5% | -4.0% | +8.5% | +5.3% |
| 30D | +26.6% | -2.0% | +28.6% | +27.0% |
| 3M | +39.3% | +8.0% | +31.3% | +36.6% |
| 6M | +56.8% | -12.8% | +69.6% | +60.7% |
| YTD | +101.8% | -15.9% | +117.7% | +108.6% |
| 1Y | +99.6% | -6.9% | +106.5% | +99.8% |
| 3Y | +140.3% | 0.0% | +140.4% | +137.6% |
| All | +186.1% | +10.0% | +176.1% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling