-13.8%
PYPL vs GEHC
+32.0%
-45.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.6% |
| 7D | -1.2% | -3.7% | +2.5% | +0.1% |
| 30D | +6.1% | +22.0% | -15.9% | -1.0% |
| 3M | +1.1% | +13.6% | -12.5% | -3.4% |
| 6M | +32.7% | +34.0% | -1.3% | +19.3% |
| YTD | +2.8% | +0.9% | +1.9% | +1.5% |
| 1Y | -10.8% | +12.7% | -23.5% | -15.7% |
| 3Y | +9.8% | +19.4% | -9.6% | -1.7% |
| All | -13.8% | +32.0% | -45.8% | -23.1% |
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