-15.5%
PYPL vs GEHC
+30.8%
-46.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | +3.8% | +19.0% | -15.2% | -2.4% |
| 3M | -1.3% | +13.3% | -14.6% | -5.6% |
| 6M | +29.0% | +31.5% | -2.5% | +16.7% |
| YTD | +0.7% | 0.0% | +0.8% | -0.2% |
| 1Y | -12.3% | +9.4% | -21.6% | -16.2% |
| 3Y | +7.6% | +18.3% | -10.7% | -3.4% |
| All | -15.5% | +30.8% | -46.3% | -24.4% |
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 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