+32.4%
PWR vs GEHC
+15.6%
+16.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +6.4% | -18.0% | -10.6% |
| 7D | -4.4% | +13.2% | -17.5% | -2.5% |
| 30D | -15.1% | +30.6% | -45.7% | -11.8% |
| 3M | -16.2% | +22.2% | -38.4% | -13.7% |
| 6M | -23.3% | +40.8% | -64.2% | -20.8% |
| YTD | +37.6% | +4.8% | +32.8% | +40.8% |
| 1Y | +32.4% | +15.7% | +16.7% | +31.4% |
| All | +32.4% | +15.6% | +16.8% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling