-9.1%
T vs GEHC
-4.8%
-4.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.3% | -4.0% | +2.7% | -1.2% |
| 30D | +11.4% | -2.0% | +13.3% | +11.4% |
| 3M | +14.3% | +8.0% | +6.3% | +14.2% |
| 6M | -9.3% | -12.8% | +3.5% | -9.4% |
| YTD | +7.1% | -15.9% | +23.0% | +7.2% |
| 1Y | -9.1% | -6.9% | -2.2% | -9.6% |
| All | -9.1% | -4.8% | -4.3% | -9.6% |
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