-11.8%
PYPL vs GEHC
+1.8%
-13.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.2% |
| 7D | +1.7% | -5.2% | +6.9% | +3.7% |
| 30D | -9.7% | -7.0% | -2.8% | -7.4% |
| 3M | +29.2% | +3.3% | +25.9% | +27.2% |
| 6M | +13.9% | -10.0% | +23.9% | +17.2% |
| YTD | -8.1% | -18.5% | +10.4% | -1.8% |
| 1Y | -21.4% | -14.4% | -7.0% | -17.9% |
| 3Y | -11.8% | +3.4% | -15.2% | -19.8% |
| All | -11.8% | +1.8% | -13.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling