-24.4%
PYPL vs GEHC
+4.1%
-28.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.1% |
| 7D | -4.3% | -7.6% | +3.3% | -1.7% |
| 30D | -11.5% | -10.7% | -0.8% | -7.9% |
| 3M | +26.1% | -1.2% | +27.4% | +26.2% |
| 6M | +13.7% | -13.7% | +27.4% | +18.6% |
| YTD | -9.8% | -20.4% | +10.6% | -3.2% |
| 1Y | -22.1% | -17.0% | -5.0% | -17.8% |
| 3Y | -13.5% | +0.9% | -14.4% | -17.8% |
| All | -24.4% | +4.1% | -28.5% | -26.7% |
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